-8.6%
TEL vs CBOE
+39.5%
-48.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -0.5% | +7.7% | -8.2% | +0.7% |
| 30D | +0.6% | +24.4% | -23.8% | +3.4% |
| 3M | +2.0% | +20.0% | -18.1% | +4.8% |
| 6M | +8.1% | +2.4% | +5.8% | +8.9% |
| YTD | -2.2% | +38.5% | -40.7% | +6.1% |
| 1Y | -8.6% | +39.0% | -47.6% | -0.9% |
| All | -8.6% | +39.5% | -48.1% | -0.9% |
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