+125.7%
TNA vs BOXX
+18.5%
+107.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +0.9% |
| 7D | -7.3% | +0.1% | -7.3% | -7.4% |
| 30D | -14.2% | +0.3% | -14.5% | -15.1% |
| 3M | -4.6% | +1.0% | -5.6% | -8.2% |
| 6M | +36.9% | +1.9% | +35.0% | +25.8% |
| YTD | +42.5% | +2.7% | +39.9% | +26.1% |
| 1Y | +45.8% | +4.0% | +41.7% | +23.5% |
| 3Y | +104.7% | +14.7% | +90.0% | +127.9% |
| All | +125.7% | +18.5% | +107.2% | +211.2% |
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 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