+6.9%
TYL vs BOXX
+18.5%
-11.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.1% |
| 7D | -7.5% | +0.1% | -7.6% | -7.8% |
| 30D | +6.0% | +0.3% | +5.7% | +4.1% |
| 3M | +13.9% | +1.0% | +12.9% | +7.1% |
| 6M | -3.3% | +1.9% | -5.3% | -12.3% |
| YTD | -25.8% | +2.7% | -28.5% | -34.0% |
| 1Y | -39.2% | +4.0% | -43.3% | -47.3% |
| 3Y | -13.2% | +14.7% | -27.8% | -24.1% |
| All | +6.9% | +18.5% | -11.6% | -2.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling