+149.9%
CBOE vs TSLQ
-97.2%
+247.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.2% |
| 7D | -5.8% | -6.6% | +0.8% | -5.6% |
| 30D | -3.1% | -24.3% | +21.2% | -2.5% |
| 3M | -4.8% | -3.6% | -1.1% | -4.8% |
| 6M | -0.6% | -12.0% | +11.4% | -0.6% |
| YTD | +12.8% | +1.4% | +11.4% | +12.3% |
| 1Y | +19.8% | -43.6% | +63.3% | +20.4% |
| 3Y | +86.9% | -95.4% | +182.3% | +95.0% |
| All | +149.9% | -97.2% | +247.1% | +170.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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