+518.7%
CBOE vs TAP
-46.0%
+564.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.2% | -1.5% | +1.3% |
| 7D | +6.3% | +1.3% | +5.0% | +6.1% |
| 30D | +24.9% | +5.7% | +19.2% | +23.8% |
| 3M | +28.5% | -1.9% | +30.4% | +28.6% |
| 6M | +2.9% | +0.9% | +1.9% | +2.5% |
| YTD | +50.7% | -9.5% | +60.2% | +52.0% |
| 1Y | +45.5% | -9.0% | +54.4% | +46.5% |
| 3Y | +116.3% | -22.2% | +138.6% | +121.3% |
| 5Y | +204.3% | +1.2% | +203.1% | +191.7% |
| All | +518.7% | -46.0% | +564.7% | +496.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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