-6.3%
TRI vs BOXX
+18.5%
-24.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.5% |
| 7D | -7.9% | +0.1% | -7.9% | -8.1% |
| 30D | -4.5% | +0.3% | -4.8% | -6.0% |
| 3M | +22.1% | +1.0% | +21.1% | +15.8% |
| 6M | -2.8% | +1.9% | -4.7% | -10.2% |
| YTD | -23.4% | +2.7% | -26.1% | -30.6% |
| 1Y | -41.5% | +4.0% | -45.6% | -48.5% |
| 3Y | -19.2% | +14.7% | -33.9% | -29.3% |
| All | -6.3% | +18.5% | -24.8% | +0.7% |
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