+470.2%
TLN vs BOXX
+14.7%
+455.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | 0.0% |
| 7D | -1.3% | +0.1% | -1.4% | -1.7% |
| 30D | -14.3% | +0.3% | -14.6% | -16.4% |
| 3M | -9.3% | +1.0% | -10.3% | -16.2% |
| 6M | -1.1% | +1.9% | -3.0% | -14.5% |
| YTD | -16.6% | +2.7% | -19.3% | -32.4% |
| 1Y | -22.0% | +4.0% | -26.0% | -43.3% |
| 3Y | +470.2% | +14.7% | +455.5% | +256.6% |
| All | +470.2% | +14.7% | +455.5% | +256.6% |
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