+28.4%
CBOE vs TSN
-5.8%
+34.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | 0.0% |
| 7D | -3.6% | -6.3% | +2.7% | -3.5% |
| 30D | +5.1% | -10.8% | +15.9% | +5.5% |
| 3M | +4.6% | -8.8% | +13.4% | +4.6% |
| 6M | -0.3% | -16.8% | +16.6% | +0.5% |
| YTD | +19.8% | -10.0% | +29.7% | +19.1% |
| 1Y | +28.4% | -5.3% | +33.6% | +25.4% |
| All | +28.4% | -5.8% | +34.1% | +25.4% |
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