+19.8%
CBOE vs TRMB
-28.6%
+48.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.7% | -2.1% |
| 7D | -5.8% | -3.0% | -2.8% | -6.0% |
| 30D | -3.1% | +2.3% | -5.5% | -2.8% |
| 3M | -4.8% | +15.3% | -20.1% | -3.3% |
| 6M | -0.6% | -14.7% | +14.1% | -0.6% |
| YTD | +12.8% | -26.4% | +39.2% | +11.5% |
| 1Y | +19.8% | -30.4% | +50.2% | +18.2% |
| All | +19.8% | -28.6% | +48.4% | +18.2% |
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