-26.7%
TSLL vs BOXX
+14.6%
-41.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | 0.0% | +7.9% | +7.9% |
| 7D | +5.8% | 0.0% | +5.8% | +5.5% |
| 30D | +21.7% | +0.3% | +21.4% | +16.6% |
| 3M | -28.2% | +1.0% | -29.2% | -37.7% |
| 6M | -29.5% | +1.9% | -31.4% | -48.3% |
| YTD | -47.5% | +2.6% | -50.2% | -66.5% |
| 1Y | -20.8% | +4.0% | -24.8% | -61.6% |
| 3Y | -26.7% | +14.6% | -41.3% | -88.1% |
| All | -26.7% | +14.6% | -41.4% | -88.1% |
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 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