+817.1%
TQQQ vs BOXX
+18.5%
+798.6%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.5% | +2.4% |
| 7D | -1.9% | +0.1% | -2.0% | -2.0% |
| 30D | -4.9% | +0.3% | -5.2% | -5.5% |
| 3M | -6.4% | +1.0% | -7.4% | -9.1% |
| 6M | +44.4% | +1.9% | +42.5% | +34.2% |
| YTD | +35.2% | +2.7% | +32.5% | +20.4% |
| 1Y | +49.5% | +4.0% | +45.5% | +25.6% |
| 3Y | +250.7% | +14.7% | +236.1% | +277.2% |
| All | +817.1% | +18.5% | +798.6% | +1,041.7% |
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