-33.3%
TSLL vs GDXJ
+298.7%
-332.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.5% | -9.4% | -10.6% |
| 7D | +1.9% | +0.2% | +1.7% | +2.1% |
| 30D | +17.8% | +17.9% | -0.1% | +8.9% |
| 3M | -37.0% | +15.3% | -52.3% | -41.1% |
| 6M | -37.7% | -9.4% | -28.2% | -35.8% |
| YTD | -51.4% | +13.4% | -64.8% | -55.2% |
| 1Y | -23.4% | +59.7% | -83.0% | -39.4% |
| All | -33.3% | +298.7% | -332.0% | -65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded GDXJ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling