+204.2%
CBOE vs TXT
+8.5%
+195.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.8% |
| 7D | +6.3% | +0.1% | +6.1% | +6.3% |
| 30D | +24.9% | +13.3% | +11.6% | +24.2% |
| 3M | +28.5% | -5.0% | +33.4% | +28.8% |
| 6M | +2.9% | -8.4% | +11.3% | +3.3% |
| YTD | +50.7% | -4.0% | +54.6% | +50.3% |
| 1Y | +45.5% | +2.8% | +42.7% | +44.2% |
| 3Y | +116.3% | +10.3% | +106.1% | +107.7% |
| All | +204.2% | +8.5% | +195.7% | +187.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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