+237.3%
CBOE vs TW
+211.4%
+25.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | -0.7% |
| 7D | -4.6% | -3.5% | -1.2% | -3.5% |
| 30D | +2.6% | +0.5% | +2.1% | +2.5% |
| 3M | +4.9% | +4.9% | 0.0% | +3.2% |
| 6M | -2.2% | -17.1% | +14.9% | +3.5% |
| YTD | +17.7% | -3.9% | +21.6% | +18.4% |
| 1Y | +26.1% | -13.3% | +39.3% | +30.9% |
| 3Y | +97.1% | +20.9% | +76.2% | +79.6% |
| 5Y | +149.2% | +20.5% | +128.7% | +123.2% |
| All | +237.3% | +211.4% | +25.8% | +123.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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