-9.9%
TYL vs BOXX
+4.1%
-14.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.2% |
| 7D | +17.3% | +0.1% | +17.2% | +15.8% |
| 30D | +28.9% | +0.4% | +28.5% | +23.2% |
| 3M | +35.1% | +1.0% | +34.1% | +14.4% |
| 6M | +29.3% | +2.0% | +27.4% | -9.6% |
| YTD | -6.8% | +3.3% | -10.1% | -41.7% |
| 1Y | -9.9% | +4.1% | -14.0% | -35.4% |
| All | -9.9% | +4.1% | -14.0% | -35.4% |
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