-1.4%
TSN vs BOXX
+18.5%
-19.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +0.9% | +0.9% |
| 7D | +3.0% | +0.1% | +3.0% | +2.9% |
| 30D | -4.2% | +0.3% | -4.5% | -5.0% |
| 3M | -3.9% | +1.0% | -4.9% | -6.7% |
| 6M | -9.8% | +1.9% | -11.8% | -14.6% |
| YTD | -7.3% | +2.7% | -9.9% | -14.1% |
| 1Y | -2.2% | +4.0% | -6.2% | -12.6% |
| 3Y | +11.9% | +14.7% | -2.8% | -34.9% |
| All | -1.4% | +18.5% | -19.8% | -44.4% |
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 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