+175.2%
TT vs BOXX
+18.5%
+156.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.4% |
| 7D | -1.2% | +0.1% | -1.3% | -1.4% |
| 30D | -7.3% | +0.3% | -7.6% | -8.4% |
| 3M | -3.6% | +1.0% | -4.6% | -7.0% |
| 6M | +2.8% | +1.9% | +0.9% | -3.9% |
| YTD | +14.5% | +2.7% | +11.8% | +3.7% |
| 1Y | +7.4% | +4.0% | +3.4% | -7.4% |
| 3Y | +116.2% | +14.7% | +101.6% | +71.2% |
| All | +175.2% | +18.5% | +156.7% | +194.8% |
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