+650.1%
TSEM vs BOXX
+14.7%
+635.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.6% | +1.8% |
| 7D | -4.9% | +0.1% | -4.9% | -4.7% |
| 30D | -18.7% | +0.3% | -19.1% | -17.7% |
| 3M | -18.1% | +1.0% | -19.2% | -14.7% |
| 6M | +77.1% | +1.9% | +75.2% | +84.8% |
| YTD | +80.1% | +2.7% | +77.5% | +85.1% |
| 1Y | +220.4% | +4.0% | +216.3% | +224.6% |
| 3Y | +650.1% | +14.7% | +635.4% | +649.8% |
| All | +650.1% | +14.7% | +635.4% | +649.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling