+59.7%
TEM vs CBOE
+77.6%
-17.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -1.1% |
| 7D | +3.2% | -4.6% | +7.9% | +1.4% |
| 30D | +23.5% | +2.6% | +20.9% | +25.0% |
| 3M | +32.3% | +4.9% | +27.4% | +36.6% |
| 6M | +23.0% | -2.2% | +25.2% | +24.4% |
| YTD | +8.9% | +17.7% | -8.9% | +22.8% |
| 1Y | -19.9% | +26.1% | -45.9% | -5.1% |
| All | +59.7% | +77.6% | -17.9% | +117.3% |
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