-13.5%
TYL vs BOXX
+14.6%
-28.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -11.5% | 0.0% | -11.6% | -11.9% |
| 30D | +3.9% | +0.3% | +3.6% | +1.6% |
| 3M | +10.8% | +1.0% | +9.8% | +2.4% |
| 6M | -5.3% | +1.9% | -7.2% | -17.2% |
| YTD | -26.1% | +2.6% | -28.7% | -37.2% |
| 1Y | -38.5% | +4.0% | -42.5% | -50.2% |
| All | -13.5% | +14.6% | -28.1% | -40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling