-6.1%
TDG vs BOXX
+4.1%
-10.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +1.1% | +0.1% | +1.0% | +0.9% |
| 30D | +7.8% | +0.4% | +7.4% | +6.6% |
| 3M | -5.2% | +1.0% | -6.2% | -7.5% |
| 6M | -0.2% | +2.0% | -2.2% | -1.1% |
| YTD | -10.6% | +3.3% | -13.9% | -18.3% |
| 1Y | -6.1% | +4.0% | -10.1% | -15.5% |
| All | -6.1% | +4.1% | -10.2% | -15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling