-16.0%
TEAM vs BOXX
+14.7%
-30.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | -0.3% |
| 7D | -5.2% | +0.1% | -5.3% | -5.6% |
| 30D | +15.8% | +0.3% | +15.4% | +12.6% |
| 3M | +101.5% | +1.0% | +100.4% | +84.3% |
| 6M | +138.2% | +1.9% | +136.2% | +105.5% |
| YTD | +10.8% | +2.7% | +8.1% | -8.7% |
| 1Y | +1.7% | +4.0% | -2.3% | -23.2% |
| 3Y | -16.0% | +14.7% | -30.7% | -27.0% |
| All | -16.0% | +14.7% | -30.7% | -27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling