+54.5%
TDY vs BOXX
+18.5%
+36.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | -12.0% | +0.3% | -12.4% | -12.1% |
| 3M | -3.2% | +1.0% | -4.2% | -3.3% |
| 6M | -7.9% | +1.9% | -9.8% | -8.3% |
| YTD | +18.2% | +2.7% | +15.5% | +17.1% |
| 1Y | +6.7% | +4.0% | +2.6% | +5.4% |
| 3Y | +47.5% | +14.7% | +32.9% | +54.4% |
| All | +54.5% | +18.5% | +36.1% | +46.5% |
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 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