-80.9%
TTD vs GDXJ
+229.7%
-310.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.2% |
| 7D | -4.6% | +0.9% | -5.5% | -4.7% |
| 30D | +3.7% | +8.8% | -5.2% | +1.9% |
| 3M | -30.2% | +29.8% | -60.1% | -34.5% |
| 6M | -51.4% | -5.8% | -45.6% | -51.5% |
| YTD | -63.4% | +13.6% | -77.0% | -65.9% |
| 1Y | -73.5% | +54.5% | -128.0% | -77.8% |
| 3Y | -83.5% | +301.4% | -384.8% | -90.6% |
| 5Y | -80.9% | +236.3% | -317.3% | -88.8% |
| All | -80.9% | +229.7% | -310.6% | -88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling