-10.5%
TEM vs CBOE
+39.5%
-50.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -2.8% |
| 7D | -1.3% | +7.7% | -9.0% | +0.7% |
| 30D | -9.5% | +24.4% | -33.9% | -4.5% |
| 3M | +60.7% | +20.0% | +40.7% | +69.4% |
| 6M | +35.5% | +2.4% | +33.1% | +42.9% |
| YTD | +28.0% | +38.5% | -10.5% | +33.5% |
| 1Y | -10.5% | +39.0% | -49.5% | -5.8% |
| All | -10.5% | +39.5% | -50.0% | -5.8% |
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