+2.9%
CBOE vs TLN
+0.2%
+2.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.8% | +4.5% | +1.3% |
| 7D | +6.3% | +11.0% | -4.8% | +8.3% |
| 30D | +24.9% | +4.9% | +20.0% | +26.6% |
| 3M | +28.5% | +4.9% | +23.5% | +29.9% |
| 6M | +2.9% | +7.1% | -4.2% | +5.0% |
| All | +2.9% | +0.2% | +2.7% | +5.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling