+26.5%
CBOE vs TMF
-23.1%
+49.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.7% |
| 7D | -0.8% | -0.9% | +0.1% | -0.9% |
| 30D | +2.7% | -1.0% | +3.7% | +2.6% |
| 3M | +0.7% | -11.3% | +12.0% | -0.7% |
| 6M | -2.0% | -22.7% | +20.7% | -1.3% |
| YTD | +17.1% | -17.3% | +34.5% | +17.1% |
| 1Y | +26.5% | -22.5% | +49.0% | +26.0% |
| All | +26.5% | -23.1% | +49.6% | +26.0% |
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