+39.0%
CBOE vs TXG
+406.9%
-368.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.4% | -3.1% | +0.6% |
| 7D | +7.7% | -19.3% | +27.0% | +6.0% |
| 30D | +24.4% | -30.9% | +55.3% | +21.2% |
| 3M | +20.0% | +41.1% | -21.1% | +24.3% |
| 6M | +2.4% | +211.9% | -209.5% | +9.7% |
| YTD | +38.5% | +314.0% | -275.4% | +47.3% |
| 1Y | +39.0% | +405.4% | -366.4% | +46.1% |
| All | +39.0% | +406.9% | -368.0% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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