+358.9%
CBOE vs TD
+306.3%
+52.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.4% |
| 7D | -5.8% | -0.5% | -5.3% | -5.7% |
| 30D | -3.1% | -1.9% | -1.3% | -2.7% |
| 3M | -4.8% | +4.8% | -9.5% | -6.2% |
| 6M | -0.6% | +28.0% | -28.5% | -7.9% |
| YTD | +12.8% | +30.3% | -17.5% | +3.8% |
| 1Y | +19.8% | +59.8% | -40.0% | +3.4% |
| 3Y | +86.9% | +124.7% | -37.8% | +42.8% |
| 5Y | +136.5% | +127.0% | +9.6% | +76.8% |
| All | +358.9% | +306.3% | +52.6% | +169.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling