+1,036.7%
CBOE vs TSN
+288.8%
+747.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.0% |
| 7D | -4.6% | -5.0% | +0.4% | -3.9% |
| 30D | +2.6% | -9.1% | +11.7% | +4.3% |
| 3M | +4.9% | -7.4% | +12.3% | +6.1% |
| 6M | -2.2% | -13.4% | +11.2% | -0.1% |
| YTD | +17.7% | -8.5% | +26.2% | +18.9% |
| 1Y | +26.1% | -3.2% | +29.3% | +25.8% |
| 3Y | +97.1% | +11.5% | +85.6% | +90.0% |
| 5Y | +149.2% | -19.5% | +168.7% | +152.6% |
| 10Y | +385.1% | -9.1% | +394.2% | +357.3% |
| All | +1,036.7% | +288.8% | +747.9% | +735.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling