+28.4%
CBOE vs TMF
-15.2%
+43.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -3.6% | -1.4% | -2.2% | -3.8% |
| 30D | +5.1% | -2.8% | +7.9% | +4.8% |
| 3M | +4.6% | -10.9% | +15.5% | +3.6% |
| 6M | -0.3% | -21.3% | +21.1% | +0.6% |
| YTD | +19.8% | -15.9% | +35.6% | +20.0% |
| 1Y | +28.4% | -15.7% | +44.1% | +27.5% |
| All | +28.4% | -15.2% | +43.6% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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