+39.0%
CBOE vs TSN
+19.9%
+19.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.4% | -5.1% | 0.0% |
| 7D | +7.7% | +8.4% | -0.7% | +7.3% |
| 30D | +24.4% | +16.1% | +8.3% | +23.8% |
| 3M | +20.0% | +3.2% | +16.9% | +19.7% |
| 6M | +2.4% | -11.1% | +13.5% | +3.2% |
| YTD | +38.5% | +5.1% | +33.5% | +37.2% |
| 1Y | +39.0% | +19.4% | +19.5% | +36.2% |
| All | +39.0% | +19.9% | +19.0% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 1y: compounded portfolio wealth divided by compounded TSN 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…
1y analysis · Full analysis span regression · 6 months rolling