+358.9%
CBOE vs TDY
+479.2%
-120.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.5% | -2.6% |
| 7D | -5.8% | -1.1% | -4.7% | -5.5% |
| 30D | -3.1% | -12.0% | +8.9% | +0.1% |
| 3M | -4.8% | -3.2% | -1.6% | -4.3% |
| 6M | -0.6% | -7.9% | +7.3% | +0.9% |
| YTD | +12.8% | +18.2% | -5.4% | +6.4% |
| 1Y | +19.8% | +6.7% | +13.1% | +16.0% |
| 3Y | +86.9% | +47.5% | +39.4% | +60.8% |
| 5Y | +136.5% | +39.5% | +97.0% | +103.7% |
| All | +358.9% | +479.2% | -120.4% | +161.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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