+149.2%
CBOE vs TMF
-87.6%
+236.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -4.6% | +1.0% | -5.6% | -4.6% |
| 30D | +2.6% | -1.8% | +4.5% | +2.6% |
| 3M | +4.9% | -8.2% | +13.2% | +4.9% |
| 6M | -2.2% | -19.5% | +17.3% | -2.0% |
| YTD | +17.7% | -16.0% | +33.7% | +17.8% |
| 1Y | +26.1% | -22.5% | +48.6% | +26.3% |
| 3Y | +97.1% | -42.3% | +139.4% | +97.3% |
| 5Y | +149.2% | -87.7% | +236.9% | +139.3% |
| All | +149.2% | -87.6% | +236.8% | +139.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling