+358.9%
CBOE vs TAP
-49.9%
+408.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.4% |
| 7D | -5.8% | -3.9% | -1.9% | -5.3% |
| 30D | -3.1% | -5.3% | +2.1% | -2.4% |
| 3M | -4.8% | -3.8% | -1.0% | -4.3% |
| 6M | -0.6% | -11.4% | +10.8% | +1.0% |
| YTD | +12.8% | -13.7% | +26.5% | +14.7% |
| 1Y | +19.8% | -17.2% | +37.0% | +22.4% |
| 3Y | +86.9% | -33.1% | +120.0% | +96.1% |
| 5Y | +136.5% | +0.8% | +135.7% | +126.5% |
| All | +358.9% | -49.9% | +408.8% | +335.5% |
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