-33.5%
TEM vs BOXX
+4.0%
-37.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.3% |
| 7D | -8.7% | +0.1% | -8.7% | -8.9% |
| 30D | +8.1% | +0.3% | +7.7% | +6.6% |
| 3M | +19.0% | +1.0% | +18.0% | +9.2% |
| 6M | +12.0% | +1.9% | +10.1% | -12.2% |
| YTD | -0.1% | +2.7% | -2.8% | -36.4% |
| 1Y | -33.5% | +4.0% | -37.6% | -69.2% |
| All | -33.5% | +4.0% | -37.6% | -69.2% |
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