+33.6%
TSLA vs BOXX
+14.7%
+18.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.2% |
| 7D | +3.2% | +0.1% | +3.2% | +2.9% |
| 30D | +11.6% | +0.3% | +11.3% | +9.1% |
| 3M | -8.4% | +1.0% | -9.5% | -15.2% |
| 6M | -10.4% | +1.9% | -12.3% | -24.0% |
| YTD | -18.7% | +2.7% | -21.4% | -36.3% |
| 1Y | -0.9% | +4.0% | -5.0% | -32.7% |
| 3Y | +33.6% | +14.7% | +18.9% | -56.3% |
| All | +33.6% | +14.7% | +18.9% | -56.3% |
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