+382.3%
TSEM vs BOXX
+18.4%
+363.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -3.9% |
| 7D | +0.9% | 0.0% | +0.9% | +1.2% |
| 30D | -16.6% | +0.3% | -16.9% | -15.0% |
| 3M | -10.9% | +1.0% | -11.9% | -4.8% |
| 6M | +78.0% | +1.9% | +76.1% | +96.8% |
| YTD | +77.2% | +2.6% | +74.6% | +98.8% |
| 1Y | +207.6% | +4.0% | +203.6% | +259.5% |
| 3Y | +637.8% | +14.6% | +623.2% | +1,606.3% |
| All | +382.3% | +18.4% | +363.9% | +1,389.0% |
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