+139.8%
CBOE vs TRMB
-39.0%
+178.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.7% | -2.3% |
| 7D | -5.8% | -3.0% | -2.8% | -5.7% |
| 30D | -3.1% | +2.3% | -5.5% | -3.2% |
| 3M | -4.8% | +15.3% | -20.1% | -5.3% |
| 6M | -0.6% | -14.7% | +14.1% | +0.1% |
| YTD | +12.8% | -26.4% | +39.2% | +14.3% |
| 1Y | +19.8% | -30.4% | +50.2% | +21.7% |
| 3Y | +86.9% | +13.5% | +73.4% | +78.5% |
| All | +139.8% | -39.0% | +178.8% | +160.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling