+1,036.7%
CBOE vs TD
+544.5%
+492.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.4% |
| 7D | -4.6% | +0.9% | -5.5% | -4.9% |
| 30D | +2.6% | -0.7% | +3.3% | +2.8% |
| 3M | +4.9% | +6.3% | -1.3% | +2.8% |
| 6M | -2.2% | +27.9% | -30.1% | -9.6% |
| YTD | +17.7% | +29.8% | -12.1% | +8.2% |
| 1Y | +26.1% | +63.7% | -37.6% | +7.6% |
| 3Y | +97.1% | +128.3% | -31.2% | +49.1% |
| 5Y | +149.2% | +125.5% | +23.7% | +86.4% |
| 10Y | +385.1% | +296.7% | +88.4% | +188.6% |
| All | +1,036.7% | +544.5% | +492.2% | +459.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling