-24.3%
TMF vs BOXX
+4.1%
-28.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.4% | +2.9% |
| 7D | +4.0% | +0.1% | +3.9% | +5.3% |
| 30D | +19.5% | +0.4% | +19.1% | +24.9% |
| 3M | -3.5% | +1.0% | -4.5% | +9.7% |
| 6M | -10.6% | +2.0% | -12.5% | +15.0% |
| YTD | -17.1% | +3.3% | -20.4% | +41.9% |
| 1Y | -24.3% | +4.1% | -28.3% | +65.0% |
| All | -24.3% | +4.1% | -28.3% | +65.0% |
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 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