-72.2%
TTD vs BOXX
+4.0%
-76.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.7% |
| 7D | +6.3% | +0.1% | +6.3% | +5.6% |
| 30D | -23.9% | +0.4% | -24.3% | -27.4% |
| 3M | -31.4% | +1.0% | -32.4% | -41.4% |
| 6M | -42.7% | +2.0% | -44.6% | -52.7% |
| YTD | -62.0% | +2.6% | -64.6% | -67.8% |
| 1Y | -72.2% | +4.1% | -76.3% | -75.4% |
| All | -72.2% | +4.0% | -76.2% | -75.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling