-95.4%
TSLQ vs BOXX
+14.7%
-110.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -0.4% |
| 7D | -6.6% | +0.1% | -6.6% | -6.0% |
| 30D | -24.3% | +0.3% | -24.6% | -21.0% |
| 3M | -3.6% | +1.0% | -4.7% | +11.4% |
| 6M | -12.0% | +1.9% | -13.9% | +20.1% |
| YTD | +1.4% | +2.7% | -1.3% | +60.9% |
| 1Y | -43.6% | +4.0% | -47.6% | +18.8% |
| 3Y | -95.4% | +14.7% | -110.0% | -72.4% |
| All | -95.4% | +14.7% | -110.1% | -72.4% |
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