+338.1%
TRGP vs BOXX
+18.5%
+319.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +8.0% | +0.3% | +7.7% | +7.9% |
| 3M | +8.3% | +1.0% | +7.2% | +8.1% |
| 6M | +23.9% | +1.9% | +22.0% | +24.7% |
| YTD | +59.6% | +2.7% | +57.0% | +63.2% |
| 1Y | +79.4% | +4.0% | +75.4% | +89.4% |
| 3Y | +269.4% | +14.7% | +254.8% | +456.5% |
| All | +338.1% | +18.5% | +319.6% | +862.4% |
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