+4,881.9%
TDG vs CBOE
+978.8%
+3,903.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +1.9% |
| 7D | -1.9% | -5.8% | +3.9% | +0.1% |
| 30D | -7.7% | -3.1% | -4.6% | -6.9% |
| 3M | -9.3% | -4.8% | -4.6% | -8.9% |
| 6M | -9.4% | -0.6% | -8.8% | -11.5% |
| YTD | -14.3% | +12.8% | -27.0% | -20.5% |
| 1Y | -11.8% | +19.8% | -31.6% | -20.3% |
| 3Y | +52.0% | +86.9% | -35.0% | +11.2% |
| 5Y | +128.8% | +136.5% | -7.7% | +49.3% |
| 10Y | +543.8% | +368.4% | +175.4% | +223.3% |
| All | +4,881.9% | +978.8% | +3,903.1% | +1,577.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling