+145.2%
TE vs BOXX
+4.0%
+141.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +3.3% |
| 7D | +0.2% | +0.1% | +0.2% | +3.1% |
| 30D | -5.9% | +0.3% | -6.2% | +13.0% |
| 3M | -45.6% | +1.0% | -46.6% | +1.4% |
| 6M | -43.4% | +1.9% | -45.3% | +48.4% |
| YTD | -31.0% | +2.7% | -33.7% | +74.0% |
| 1Y | +145.2% | +4.0% | +141.2% | +1,917.6% |
| All | +145.2% | +4.0% | +141.2% | +1,917.6% |
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