-13.3%
TSLA vs BOXX
+4.1%
-17.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.4% | -3.3% |
| 7D | -4.7% | +0.1% | -4.8% | -4.6% |
| 30D | +1.7% | +0.4% | +1.4% | +2.1% |
| 3M | +17.7% | +1.0% | +16.7% | +20.9% |
| 6M | -1.9% | +2.0% | -3.8% | +0.8% |
| YTD | -14.3% | +3.3% | -17.6% | -26.6% |
| 1Y | -13.3% | +4.1% | -17.3% | -52.7% |
| All | -13.3% | +4.1% | -17.4% | -52.7% |
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 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