-27.7%
TMF vs BOXX
+4.0%
-31.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | +0.5% |
| 7D | -5.1% | +0.1% | -5.1% | -4.6% |
| 30D | -4.6% | +0.3% | -4.9% | -1.1% |
| 3M | -16.6% | +1.0% | -17.6% | -6.7% |
| 6M | -19.9% | +1.9% | -21.8% | +1.4% |
| YTD | -20.2% | +2.7% | -22.8% | +13.3% |
| 1Y | -27.7% | +4.0% | -31.8% | +14.2% |
| All | -27.7% | +4.0% | -31.8% | +14.2% |
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 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