+122.9%
TSLL vs BOXX
+19.3%
+103.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.8% | +5.7% |
| 7D | +0.5% | +0.1% | +0.4% | -0.4% |
| 30D | +2.7% | +0.4% | +2.3% | -0.3% |
| 3M | +26.3% | +1.0% | +25.3% | +17.4% |
| 6M | -37.2% | +2.0% | -39.2% | -46.2% |
| YTD | -44.2% | +3.4% | -47.6% | -59.0% |
| 1Y | -44.0% | +4.1% | -48.0% | -62.0% |
| 3Y | 0.0% | +14.3% | -14.3% | -25.1% |
| All | +122.9% | +19.3% | +103.6% | +493.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling