+43.7%
TFC vs BOXX
+18.5%
+25.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.2% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | -3.4% | +0.3% | -3.7% | -3.3% |
| 3M | +0.4% | +1.0% | -0.6% | +0.7% |
| 6M | +12.7% | +1.9% | +10.7% | +13.9% |
| YTD | +5.6% | +2.7% | +2.9% | +7.3% |
| 1Y | +16.0% | +4.0% | +12.0% | +18.7% |
| 3Y | +94.0% | +14.7% | +79.3% | +225.6% |
| All | +43.7% | +18.5% | +25.3% | +470.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling