-5.9%
TSLL vs BOXX
+14.3%
-20.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.8% | +5.7% |
| 7D | +0.5% | +0.1% | +0.4% | -0.8% |
| 30D | +2.7% | +0.4% | +2.3% | -2.0% |
| 3M | +26.3% | +1.0% | +25.3% | +12.0% |
| 6M | -37.2% | +2.0% | -39.2% | -51.5% |
| YTD | -44.2% | +3.4% | -47.6% | -66.7% |
| 1Y | -44.0% | +4.1% | -48.0% | -71.1% |
| All | -5.9% | +14.3% | -20.3% | -50.8% |
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