+85.6%
TXN vs BOXX
+18.5%
+67.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | +4.0% | +0.1% | +3.9% | +3.9% |
| 30D | -2.9% | +0.3% | -3.2% | -3.0% |
| 3M | -9.1% | +1.0% | -10.1% | -9.7% |
| 6M | +36.6% | +1.9% | +34.7% | +35.0% |
| YTD | +57.5% | +2.7% | +54.8% | +54.8% |
| 1Y | +49.5% | +4.0% | +45.5% | +47.2% |
| 3Y | +76.5% | +14.7% | +61.9% | +96.7% |
| All | +85.6% | +18.5% | +67.2% | +123.1% |
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