+1,330.6%
CBOE vs TMF
-61.3%
+1,391.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +6.9% | -3.4% | +10.3% | +6.7% |
| 30D | +24.1% | +11.5% | +12.6% | +25.1% |
| 3M | +30.9% | -4.5% | +35.4% | +30.6% |
| 6M | +5.9% | -15.0% | +20.8% | +4.9% |
| YTD | +48.2% | -19.9% | +68.0% | +46.3% |
| 1Y | +43.5% | -26.6% | +70.0% | +40.7% |
| 3Y | +117.0% | -29.8% | +146.8% | +114.8% |
| 5Y | +203.4% | -88.2% | +291.5% | +158.5% |
| 10Y | +515.9% | -81.4% | +597.3% | +482.4% |
| All | +1,330.6% | -61.3% | +1,391.9% | +1,638.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling