+989.0%
CBOE vs TKO
+1,693.8%
-704.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | -5.8% | +2.3% | -8.1% | -6.1% |
| 30D | -3.1% | -2.5% | -0.7% | -3.0% |
| 3M | -4.8% | -10.6% | +5.8% | -3.8% |
| 6M | -0.6% | -5.1% | +4.5% | -0.4% |
| YTD | +12.8% | -8.2% | +21.0% | +13.2% |
| 1Y | +19.8% | -4.4% | +24.2% | +19.5% |
| 3Y | +86.9% | +100.4% | -13.4% | +67.5% |
| 5Y | +136.5% | +294.3% | -157.8% | +91.2% |
| 10Y | +368.4% | +983.2% | -614.7% | +215.4% |
| All | +989.0% | +1,693.8% | -704.7% | +473.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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