-9.3%
TDG vs CBOE
+29.2%
-38.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.0% | -3.6% | +1.6% | -2.4% |
| 30D | -7.4% | +5.1% | -12.5% | -6.8% |
| 3M | -5.4% | +4.6% | -10.0% | -4.5% |
| 6M | -11.6% | -0.3% | -11.4% | -10.6% |
| YTD | -12.6% | +19.8% | -32.4% | -8.2% |
| 1Y | -9.3% | +28.4% | -37.7% | -3.8% |
| All | -9.3% | +29.2% | -38.5% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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