+177.6%
CBOE vs TXG
+24.6%
+153.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.5% |
| 7D | -0.8% | +9.1% | -9.9% | -0.8% |
| 30D | +2.7% | +14.9% | -12.2% | +2.5% |
| 3M | +0.7% | +120.0% | -119.3% | -0.4% |
| 6M | -2.0% | +221.8% | -223.8% | -3.9% |
| YTD | +17.1% | +312.6% | -295.4% | +14.1% |
| 1Y | +26.5% | +398.4% | -371.9% | +22.4% |
| 3Y | +96.1% | +42.1% | +54.0% | +99.1% |
| 5Y | +149.3% | -63.5% | +212.8% | +167.4% |
| All | +177.6% | +24.6% | +153.0% | +151.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling