+114.6%
CBOE vs TLN
+574.4%
-459.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.2% |
| 7D | -5.8% | -1.3% | -4.5% | -5.9% |
| 30D | -3.1% | -14.3% | +11.2% | -4.2% |
| 3M | -4.8% | -9.3% | +4.5% | -5.2% |
| 6M | -0.6% | -1.1% | +0.5% | -0.1% |
| YTD | +12.8% | -16.6% | +29.4% | +12.4% |
| 1Y | +19.8% | -22.0% | +41.8% | +19.0% |
| 3Y | +86.9% | +470.2% | -383.2% | +106.2% |
| All | +114.6% | +574.4% | -459.8% | +137.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling