+1,056.2%
CBOE vs TMF
-59.4%
+1,115.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -3.6% | -1.4% | -2.2% | -3.7% |
| 30D | +5.1% | -2.8% | +7.9% | +4.9% |
| 3M | +4.6% | -10.9% | +15.5% | +3.9% |
| 6M | -0.3% | -21.3% | +21.1% | -1.7% |
| YTD | +19.8% | -15.9% | +35.6% | +18.6% |
| 1Y | +28.4% | -15.7% | +44.1% | +27.2% |
| 3Y | +104.1% | -43.4% | +147.5% | +98.6% |
| 5Y | +150.9% | -87.8% | +238.7% | +114.6% |
| 10Y | +393.5% | -86.7% | +480.2% | +346.8% |
| All | +1,056.2% | -59.4% | +1,115.6% | +1,309.5% |
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 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