+69.3%
T vs BOXX
+18.4%
+50.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -3.1% | +0.1% | -3.1% | -3.2% |
| 30D | +4.6% | +0.3% | +4.3% | +4.0% |
| 3M | +12.2% | +1.0% | +11.3% | +10.5% |
| 6M | -6.5% | +1.9% | -8.4% | -7.8% |
| YTD | +4.9% | +2.6% | +2.3% | +4.1% |
| 1Y | -10.5% | +4.0% | -14.5% | -10.2% |
| 3Y | +104.6% | +14.6% | +90.0% | +118.4% |
| All | +69.3% | +18.4% | +50.9% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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