-84.0%
TTD vs GDXJ
+297.3%
-381.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.1% |
| 7D | -4.6% | +0.9% | -5.5% | -4.6% |
| 30D | +3.7% | +8.8% | -5.2% | +3.0% |
| 3M | -30.2% | +29.8% | -60.1% | -31.9% |
| 6M | -51.4% | -5.8% | -45.6% | -51.1% |
| YTD | -63.4% | +13.6% | -77.0% | -64.7% |
| 1Y | -73.5% | +54.5% | -128.0% | -76.2% |
| All | -84.0% | +297.3% | -381.3% | -89.4% |
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