+1,056.2%
CBOE vs TYL
+2,114.3%
-1,058.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +0.8% |
| 7D | -3.6% | -3.7% | +0.1% | -2.9% |
| 30D | +5.1% | +18.7% | -13.7% | +1.1% |
| 3M | +4.6% | +18.1% | -13.5% | +0.4% |
| 6M | -0.3% | -1.1% | +0.9% | -0.8% |
| YTD | +19.8% | -19.8% | +39.6% | +24.0% |
| 1Y | +28.4% | -34.3% | +62.7% | +38.9% |
| 3Y | +104.1% | -8.2% | +112.3% | +99.5% |
| 5Y | +150.9% | -25.4% | +176.3% | +153.0% |
| 10Y | +393.5% | +115.6% | +277.9% | +273.9% |
| All | +1,056.2% | +2,114.3% | -1,058.1% | +311.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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