+109.2%
TSLL vs BOXX
+18.4%
+90.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +5.1% | +0.1% | +5.1% | +4.7% |
| 30D | +20.0% | +0.3% | +19.7% | +17.4% |
| 3M | -23.8% | +1.0% | -24.7% | -29.0% |
| 6M | -30.3% | +1.9% | -32.2% | -41.5% |
| YTD | -47.7% | +2.6% | -50.3% | -59.4% |
| 1Y | -21.2% | +4.0% | -25.2% | -47.4% |
| 3Y | -26.9% | +14.6% | -41.5% | -37.5% |
| All | +109.2% | +18.4% | +90.8% | +487.0% |
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