+94.1%
CBOE vs TRMB
+11.9%
+82.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.9% | -0.8% |
| 7D | -0.8% | -2.9% | +2.1% | -1.1% |
| 30D | +2.7% | -1.8% | +4.5% | +2.6% |
| 3M | +0.7% | +8.4% | -7.7% | +1.8% |
| 6M | -2.0% | -18.5% | +16.5% | -3.8% |
| YTD | +17.1% | -26.7% | +43.9% | +13.5% |
| 1Y | +26.5% | -28.3% | +54.8% | +22.5% |
| All | +94.1% | +11.9% | +82.2% | +103.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling