+104.3%
TSLL vs BOXX
+18.4%
+85.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.4% |
| 7D | -7.3% | 0.0% | -7.4% | -7.6% |
| 30D | +15.8% | +0.3% | +15.5% | +13.4% |
| 3M | -19.5% | +1.0% | -20.5% | -25.1% |
| 6M | -32.1% | +1.9% | -34.0% | -43.0% |
| YTD | -48.9% | +2.6% | -51.5% | -60.4% |
| 1Y | -23.4% | +4.0% | -27.4% | -48.7% |
| 3Y | -28.6% | +14.6% | -43.2% | -39.0% |
| All | +104.3% | +18.4% | +85.9% | +473.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling