+100.2%
TEL vs BOXX
+18.5%
+81.7%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.5% | +3.5% |
| 7D | +1.6% | +0.1% | +1.5% | +1.5% |
| 30D | -0.7% | +0.3% | -1.0% | -1.1% |
| 3M | +2.4% | +1.0% | +1.4% | +0.7% |
| 6M | +4.1% | +1.9% | +2.2% | +1.0% |
| YTD | -5.8% | +2.7% | -8.5% | -9.3% |
| 1Y | +0.9% | +4.0% | -3.2% | -2.8% |
| 3Y | +72.6% | +14.7% | +58.0% | +77.8% |
| All | +100.2% | +18.5% | +81.7% | +130.0% |
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 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