+243.5%
TPR vs BOXX
+18.4%
+225.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -5.1% | 0.0% | -5.2% | -5.4% |
| 30D | -27.6% | +0.3% | -27.8% | -28.6% |
| 3M | -17.5% | +1.0% | -18.4% | -21.5% |
| 6M | -21.3% | +1.9% | -23.3% | -29.5% |
| YTD | -8.5% | +2.6% | -11.1% | -22.2% |
| 1Y | +11.5% | +4.0% | +7.5% | -13.9% |
| 3Y | +288.0% | +14.6% | +273.4% | +108.6% |
| All | +243.5% | +18.4% | +225.1% | +70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling