-56.8%
TMF vs BOXX
+18.5%
-75.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | +0.2% |
| 7D | -5.1% | +0.1% | -5.1% | -4.9% |
| 30D | -4.6% | +0.3% | -4.9% | -3.3% |
| 3M | -16.6% | +1.0% | -17.6% | -13.0% |
| 6M | -19.9% | +1.9% | -21.8% | -13.4% |
| YTD | -20.2% | +2.7% | -22.8% | -11.5% |
| 1Y | -27.7% | +4.0% | -31.8% | -17.0% |
| 3Y | -43.9% | +14.7% | -58.6% | +36.8% |
| All | -56.8% | +18.5% | -75.3% | -9.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling