+405.4%
TXG vs BOXX
+4.1%
+401.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.5% |
| 7D | -19.3% | +0.1% | -19.4% | -19.0% |
| 30D | -30.9% | +0.4% | -31.3% | -30.2% |
| 3M | +41.1% | +1.0% | +40.1% | +41.4% |
| 6M | +211.9% | +2.0% | +209.9% | +176.5% |
| YTD | +314.0% | +3.3% | +310.7% | +166.6% |
| 1Y | +405.4% | +4.1% | +401.3% | +116.2% |
| All | +405.4% | +4.1% | +401.3% | +116.2% |
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 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