-54.5%
TMF vs BOXX
+18.4%
-73.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.0% | 0.0% | +1.0% | +1.1% |
| 30D | -1.8% | +0.3% | -2.2% | -0.5% |
| 3M | -8.2% | +1.0% | -9.3% | -4.4% |
| 6M | -19.5% | +1.9% | -21.4% | -13.0% |
| YTD | -16.0% | +2.6% | -18.6% | -7.0% |
| 1Y | -22.5% | +4.0% | -26.5% | -11.1% |
| 3Y | -42.3% | +14.6% | -56.9% | +40.6% |
| All | -54.5% | +18.4% | -73.0% | -4.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling