+94.1%
CBOE vs TAP
-33.0%
+127.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | -0.8% | -5.1% | +4.3% | -0.4% |
| 30D | +2.7% | -8.4% | +11.1% | +3.3% |
| 3M | +0.7% | -3.9% | +4.6% | +1.0% |
| 6M | -2.0% | -14.4% | +12.4% | -1.4% |
| YTD | +17.1% | -14.7% | +31.9% | +17.5% |
| 1Y | +26.5% | -18.7% | +45.2% | +27.1% |
| All | +94.1% | -33.0% | +127.2% | +96.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling