+139.8%
CBOE vs TXG
-62.8%
+202.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.3% | -5.6% | -2.2% |
| 7D | -5.8% | +9.5% | -15.3% | -5.8% |
| 30D | -3.1% | +18.8% | -21.9% | -3.0% |
| 3M | -4.8% | +136.1% | -140.9% | -4.6% |
| 6M | -0.6% | +235.2% | -235.8% | -0.6% |
| YTD | +12.8% | +320.5% | -307.7% | +12.4% |
| 1Y | +19.8% | +425.2% | -405.4% | +19.0% |
| 3Y | +86.9% | +42.9% | +44.0% | +95.0% |
| All | +139.8% | -62.8% | +202.6% | +166.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling