+527.6%
TSM vs BOXX
+18.4%
+509.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +4.8% | +0.1% | +4.7% | +4.9% |
| 30D | +4.0% | +0.3% | +3.7% | +4.5% |
| 3M | +2.0% | +1.0% | +1.0% | +3.0% |
| 6M | +25.5% | +1.9% | +23.6% | +26.1% |
| YTD | +44.0% | +2.6% | +41.4% | +44.2% |
| 1Y | +75.4% | +4.0% | +71.4% | +75.9% |
| 3Y | +406.7% | +14.6% | +392.1% | +471.4% |
| All | +527.6% | +18.4% | +509.2% | +695.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling