+39.0%
CBOE vs TLN
-17.6%
+56.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.5% | +8.8% | -0.7% |
| 7D | +7.7% | -6.0% | +13.8% | +7.1% |
| 30D | +24.4% | -1.5% | +25.9% | +24.4% |
| 3M | +20.0% | -3.9% | +23.9% | +20.0% |
| 6M | +2.4% | -15.0% | +17.4% | +2.0% |
| YTD | +38.5% | -12.8% | +51.4% | +38.5% |
| 1Y | +39.0% | -17.3% | +56.3% | +39.3% |
| All | +39.0% | -17.6% | +56.6% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling