+1,036.7%
CBOE vs TRMB
+298.6%
+738.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.5% |
| 7D | -4.6% | -0.3% | -4.4% | -4.6% |
| 30D | +2.6% | -1.2% | +3.9% | +2.8% |
| 3M | +4.9% | +9.6% | -4.7% | +3.1% |
| 6M | -2.2% | -16.1% | +14.0% | +0.2% |
| YTD | +17.7% | -25.0% | +42.7% | +22.7% |
| 1Y | +26.1% | -27.7% | +53.8% | +31.9% |
| 3Y | +97.1% | +15.3% | +81.8% | +83.3% |
| 5Y | +149.2% | -37.4% | +186.6% | +159.4% |
| 10Y | +385.1% | +117.5% | +267.6% | +267.9% |
| All | +1,036.7% | +298.6% | +738.0% | +590.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling