-43.5%
TE vs BOXX
+18.5%
-62.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +1.3% |
| 7D | +0.2% | +0.1% | +0.2% | +0.9% |
| 30D | -5.9% | +0.3% | -6.2% | -1.6% |
| 3M | -45.6% | +1.0% | -46.6% | -37.0% |
| 6M | -43.4% | +1.9% | -45.3% | -29.9% |
| YTD | -31.0% | +2.7% | -33.7% | -14.0% |
| 1Y | +145.2% | +4.0% | +141.2% | +214.3% |
| 3Y | -24.1% | +14.7% | -38.7% | +52.7% |
| All | -43.5% | +18.5% | -62.0% | -12.1% |
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