+21.9%
TGT vs BOXX
+18.5%
+3.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | -0.4% |
| 7D | -5.2% | +0.1% | -5.3% | -5.7% |
| 30D | +1.2% | +0.3% | +0.9% | -1.9% |
| 3M | +18.4% | +1.0% | +17.3% | +7.0% |
| 6M | +33.4% | +1.9% | +31.5% | +10.7% |
| YTD | +63.8% | +2.7% | +61.1% | +27.3% |
| 1Y | +77.2% | +4.0% | +73.1% | +23.0% |
| 3Y | +41.8% | +14.7% | +27.1% | -59.3% |
| All | +21.9% | +18.5% | +3.4% | -71.0% |
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