+1,031.0%
CBOE vs TCOM
+99.1%
+931.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | -0.3% |
| 7D | -0.8% | -10.2% | +9.4% | 0.0% |
| 30D | +2.7% | -16.8% | +19.5% | +4.0% |
| 3M | +0.7% | -16.7% | +17.4% | +1.9% |
| 6M | -2.0% | -27.1% | +25.1% | +0.1% |
| YTD | +17.1% | -45.5% | +62.6% | +21.9% |
| 1Y | +26.5% | -45.9% | +72.4% | +31.6% |
| 3Y | +96.1% | +9.8% | +86.4% | +89.9% |
| 5Y | +149.3% | +23.8% | +125.5% | +132.5% |
| 10Y | +386.5% | -10.8% | +397.3% | +349.2% |
| All | +1,031.0% | +99.1% | +931.9% | +829.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling