+186.7%
CBOE vs TLN
+710.8%
-524.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +142.9% |
| All | +186.7% | +710.8% | -524.1% | +223.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling