+390.3%
TSEM vs BOXX
+18.5%
+371.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.6% | +2.0% |
| 7D | -4.9% | +0.1% | -4.9% | -4.6% |
| 30D | -18.7% | +0.3% | -19.1% | -17.0% |
| 3M | -18.1% | +1.0% | -19.2% | -12.2% |
| 6M | +77.1% | +1.9% | +75.2% | +96.2% |
| YTD | +80.1% | +2.7% | +77.5% | +102.7% |
| 1Y | +220.4% | +4.0% | +216.3% | +275.5% |
| 3Y | +650.1% | +14.7% | +635.4% | +1,635.1% |
| All | +390.3% | +18.5% | +371.8% | +1,418.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling