+150.5%
CBOE vs TAP
+0.4%
+150.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | -1.4% |
| 7D | -4.6% | -2.3% | -2.3% | -4.5% |
| 30D | +2.6% | -9.4% | +12.0% | +3.4% |
| 3M | +4.9% | -0.8% | +5.7% | +5.0% |
| 6M | -2.2% | -14.7% | +12.6% | -1.3% |
| YTD | +17.7% | -13.9% | +31.7% | +18.5% |
| 1Y | +26.1% | -18.6% | +44.7% | +27.3% |
| 3Y | +97.1% | -32.0% | +129.1% | +101.2% |
| All | +150.5% | +0.4% | +150.1% | +148.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling