+139.8%
CBOE vs TCOM
+29.4%
+110.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.1% | -2.3% |
| 7D | -5.8% | -4.9% | -0.9% | -5.6% |
| 30D | -3.1% | -14.4% | +11.2% | -2.6% |
| 3M | -4.8% | -17.7% | +12.9% | -4.1% |
| 6M | -0.6% | -25.1% | +24.5% | +0.4% |
| YTD | +12.8% | -45.7% | +58.5% | +14.9% |
| 1Y | +19.8% | -47.9% | +67.6% | +22.2% |
| 3Y | +86.9% | +8.9% | +78.0% | +82.3% |
| All | +139.8% | +29.4% | +110.4% | +125.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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