+251.3%
TPR vs BOXX
+18.5%
+232.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.2% | +2.0% |
| 7D | -3.0% | +0.1% | -3.0% | -3.2% |
| 30D | -22.6% | +0.3% | -23.0% | -23.9% |
| 3M | -18.2% | +1.0% | -19.2% | -22.5% |
| 6M | -18.0% | +1.9% | -19.9% | -26.3% |
| YTD | -6.4% | +2.7% | -9.1% | -20.6% |
| 1Y | +12.3% | +4.0% | +8.3% | -13.5% |
| 3Y | +298.7% | +14.7% | +284.0% | +113.8% |
| All | +251.3% | +18.5% | +232.8% | +73.9% |
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