+1,056.2%
CBOE vs TAP
+39.8%
+1,016.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -3.6% | -2.3% | -1.3% | -3.2% |
| 30D | +5.1% | -2.1% | +7.2% | +5.4% |
| 3M | +4.6% | +6.6% | -2.0% | +3.4% |
| 6M | -0.3% | -11.5% | +11.2% | +1.5% |
| YTD | +19.8% | -10.3% | +30.0% | +21.3% |
| 1Y | +28.4% | -14.4% | +42.7% | +30.8% |
| 3Y | +104.1% | -28.3% | +132.4% | +112.5% |
| 5Y | +150.9% | +1.7% | +149.2% | +140.2% |
| 10Y | +393.5% | -49.2% | +442.7% | +412.5% |
| All | +1,056.2% | +39.8% | +1,016.4% | +739.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling