-72.2%
TTD vs GDXJ
+58.9%
-131.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.5% | -1.9% | -4.5% |
| 7D | +6.3% | +0.2% | +6.2% | +6.3% |
| 30D | -23.9% | +17.9% | -41.7% | -22.7% |
| 3M | -31.4% | +15.3% | -46.7% | -30.3% |
| 6M | -42.7% | -9.4% | -33.2% | -42.2% |
| YTD | -62.0% | +13.4% | -75.4% | -62.0% |
| 1Y | -72.2% | +59.7% | -131.9% | -72.1% |
| All | -72.2% | +58.9% | -131.2% | -72.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling