+34.2%
TMUS vs BOXX
+18.4%
+15.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -5.3% | +0.1% | -5.4% | -5.5% |
| 30D | +0.1% | +0.3% | -0.2% | -0.8% |
| 3M | -0.6% | +1.0% | -1.6% | -3.0% |
| 6M | -17.5% | +1.9% | -19.5% | -20.1% |
| YTD | -11.3% | +2.6% | -13.9% | -14.0% |
| 1Y | -25.4% | +4.0% | -29.4% | -27.8% |
| 3Y | +35.5% | +14.6% | +20.9% | +16.0% |
| All | +34.2% | +18.4% | +15.8% | +4.0% |
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 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