+139.8%
CBOE vs TRI
-10.0%
+149.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -4.0% | -2.4% |
| 7D | -5.8% | -7.9% | +2.1% | -4.9% |
| 30D | -3.1% | -4.5% | +1.4% | -2.7% |
| 3M | -4.8% | +22.1% | -26.9% | -7.6% |
| 6M | -0.6% | -2.8% | +2.2% | -0.7% |
| YTD | +12.8% | -23.4% | +36.2% | +18.2% |
| 1Y | +19.8% | -41.5% | +61.3% | +33.4% |
| 3Y | +86.9% | -19.2% | +106.2% | +84.2% |
| All | +139.8% | -10.0% | +149.9% | +119.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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