-14.7%
TRI vs BOXX
+4.1%
-18.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.6% |
| 7D | +1.5% | +0.1% | +1.4% | +0.7% |
| 30D | +20.4% | +0.4% | +20.1% | +16.3% |
| 3M | +20.6% | +1.0% | +19.5% | +5.1% |
| 6M | +25.5% | +2.0% | +23.5% | -6.6% |
| YTD | -7.1% | +3.3% | -10.4% | -39.2% |
| 1Y | -14.7% | +4.0% | -18.7% | -53.1% |
| All | -14.7% | +4.1% | -18.7% | -53.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling