+1,354.8%
CBOE vs TRMB
+277.3%
+1,077.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.8% |
| 7D | +6.3% | +2.8% | +3.4% | +5.8% |
| 30D | +24.9% | -5.9% | +30.8% | +25.7% |
| 3M | +28.5% | -3.3% | +31.8% | +28.5% |
| 6M | +2.9% | +1.3% | +1.5% | +1.7% |
| YTD | +50.7% | -29.0% | +79.7% | +57.7% |
| 1Y | +45.5% | -27.8% | +73.2% | +51.6% |
| 3Y | +116.3% | +36.3% | +80.0% | +93.6% |
| 5Y | +204.3% | -35.8% | +240.2% | +213.0% |
| 10Y | +526.3% | +103.1% | +423.2% | +378.8% |
| All | +1,354.8% | +277.3% | +1,077.4% | +787.0% |
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