-34.3%
TYL vs BOXX
+4.0%
-38.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.1% | -4.7% |
| 7D | -3.7% | +0.1% | -3.7% | -4.6% |
| 30D | +18.7% | +0.4% | +18.4% | +11.5% |
| 3M | +18.1% | +1.0% | +17.1% | -2.2% |
| 6M | -1.1% | +2.0% | -3.1% | -26.6% |
| YTD | -19.8% | +2.6% | -22.4% | -40.8% |
| 1Y | -34.3% | +4.1% | -38.4% | -44.5% |
| All | -34.3% | +4.0% | -38.4% | -44.5% |
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