-4.8%
TLT vs BOXX
+18.4%
-23.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.3% | +0.1% | -0.3% | -0.2% |
| 30D | 0.0% | +0.3% | -0.3% | +0.3% |
| 3M | -2.9% | +1.0% | -3.8% | -1.8% |
| 6M | -6.3% | +1.9% | -8.2% | -4.2% |
| YTD | -3.3% | +2.6% | -6.0% | -0.6% |
| 1Y | -4.2% | +4.0% | -8.2% | -0.6% |
| 3Y | -1.7% | +14.6% | -16.3% | +30.2% |
| All | -4.8% | +18.4% | -23.2% | +20.3% |
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