+130.4%
TSLL vs BOXX
+19.3%
+111.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.3% | +3.2% |
| 7D | +33.0% | +0.1% | +32.9% | +31.8% |
| 30D | +7.7% | +0.4% | +7.3% | +4.5% |
| 3M | +34.7% | +1.0% | +33.7% | +25.2% |
| 6M | -31.5% | +2.0% | -33.5% | -41.3% |
| YTD | -42.4% | +3.4% | -45.8% | -57.6% |
| 1Y | -39.7% | +4.1% | -43.8% | -59.2% |
| 3Y | +3.4% | +14.4% | -11.0% | -22.7% |
| All | +130.4% | +19.3% | +111.1% | +512.3% |
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 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