+28.4%
CBOE vs TRMB
-24.7%
+53.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | -0.1% |
| 7D | -3.6% | -2.5% | -1.1% | -3.8% |
| 30D | +5.1% | +1.5% | +3.6% | +5.3% |
| 3M | +4.6% | +6.8% | -2.2% | +5.2% |
| 6M | -0.3% | -14.9% | +14.7% | -0.2% |
| YTD | +19.8% | -24.1% | +43.8% | +18.9% |
| 1Y | +28.4% | -25.4% | +53.8% | +27.8% |
| All | +28.4% | -24.7% | +53.0% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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