+379.4%
TTD vs GDXJ
+231.5%
+147.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.5% | -1.9% | -4.0% |
| 7D | +6.3% | +0.2% | +6.2% | +6.3% |
| 30D | -23.9% | +17.9% | -41.7% | -26.4% |
| 3M | -31.4% | +15.3% | -46.7% | -33.7% |
| 6M | -42.7% | -9.4% | -33.2% | -42.7% |
| YTD | -62.0% | +13.4% | -75.4% | -64.0% |
| 1Y | -72.2% | +59.7% | -131.9% | -75.8% |
| 3Y | -81.9% | +283.6% | -365.5% | -87.4% |
| 5Y | -81.5% | +217.6% | -299.1% | -86.8% |
| All | +379.4% | +231.5% | +147.9% | +282.5% |
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