-56.8%
TSLL vs GDXJ
+228.8%
-285.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.8% | +5.8% | +7.4% |
| 7D | -21.2% | +13.4% | -34.7% | -25.7% |
| 30D | -13.3% | -1.3% | -12.0% | -13.3% |
| 3M | +15.4% | -1.5% | +16.9% | +15.8% |
| 6M | -34.2% | -12.2% | -22.0% | -30.8% |
| YTD | -52.9% | -5.3% | -47.6% | -52.6% |
| 1Y | -54.3% | +22.0% | -76.3% | -58.0% |
| 3Y | -18.4% | +224.9% | -243.3% | -47.3% |
| All | -56.8% | +228.8% | -285.6% | -73.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling