+419.8%
TXN vs GDXJ
+237.3%
+182.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.1% | +2.8% | +3.7% |
| 7D | +4.0% | -2.8% | +6.8% | +4.4% |
| 30D | -2.9% | +5.0% | -7.8% | -3.7% |
| 3M | -9.1% | +24.1% | -33.2% | -12.3% |
| 6M | +36.6% | -7.4% | +44.0% | +36.9% |
| YTD | +57.5% | +10.2% | +47.3% | +53.2% |
| 1Y | +49.5% | +42.5% | +7.0% | +39.7% |
| 3Y | +76.5% | +285.7% | -209.2% | +41.0% |
| 5Y | +62.4% | +231.9% | -169.5% | +29.9% |
| All | +419.8% | +237.3% | +182.5% | +308.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling