+116.3%
CBOE vs TLN
+580.6%
-464.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.8% | +4.5% | +1.5% |
| 7D | +6.3% | +11.0% | -4.8% | +7.3% |
| 30D | +24.9% | +4.9% | +20.0% | +25.7% |
| 3M | +28.5% | +4.9% | +23.5% | +29.5% |
| 6M | +2.9% | +7.1% | -4.2% | +4.3% |
| YTD | +50.7% | +0.3% | +50.4% | +52.8% |
| 1Y | +45.5% | +5.9% | +39.6% | +48.2% |
| 3Y | +116.3% | +578.5% | -462.1% | +129.7% |
| All | +116.3% | +580.6% | -464.2% | +129.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling