+95.3%
TFC vs CBOE
+379.3%
-284.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.8% |
| 7D | -2.5% | -3.7% | +1.2% | -1.4% |
| 30D | -2.8% | +2.0% | -4.8% | -3.6% |
| 3M | +2.1% | -4.2% | +6.4% | +2.7% |
| 6M | +10.1% | +1.2% | +8.9% | +7.4% |
| YTD | +5.4% | +15.4% | -9.9% | -2.1% |
| 1Y | +16.3% | +23.5% | -7.2% | +5.2% |
| 3Y | +95.9% | +93.2% | +2.7% | +42.1% |
| 5Y | +16.0% | +142.0% | -126.0% | -25.9% |
| All | +95.3% | +379.3% | -284.0% | -13.3% |
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 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