+46.6%
TEM vs CBOE
+70.2%
-23.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | -0.3% |
| 7D | -8.7% | -5.8% | -2.9% | -10.7% |
| 30D | +8.1% | -3.1% | +11.2% | +7.0% |
| 3M | +19.0% | -4.8% | +23.8% | +18.7% |
| 6M | +12.0% | -0.6% | +12.6% | +15.1% |
| YTD | -0.1% | +12.8% | -12.9% | +10.9% |
| 1Y | -33.5% | +19.8% | -53.3% | -22.9% |
| All | +46.6% | +70.2% | -23.6% | +96.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling