+95.6%
TFC vs CBOE
+368.5%
-272.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.4% | +0.8% |
| 7D | -2.4% | -5.8% | +3.4% | -0.7% |
| 30D | -3.4% | -3.1% | -0.2% | -2.6% |
| 3M | +0.4% | -4.8% | +5.2% | +1.1% |
| 6M | +12.7% | -0.6% | +13.2% | +10.4% |
| YTD | +5.6% | +12.8% | -7.2% | -1.3% |
| 1Y | +16.0% | +19.8% | -3.7% | +5.9% |
| 3Y | +94.0% | +86.9% | +7.0% | +42.3% |
| 5Y | +16.2% | +136.5% | -120.4% | -25.3% |
| All | +95.6% | +368.5% | -272.9% | -12.6% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling