+197.7%
TFC vs CBOE
+1,025.9%
-828.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.6% |
| 7D | +2.2% | -4.6% | +6.9% | +3.7% |
| 30D | -2.5% | +2.6% | -5.1% | -3.4% |
| 3M | +4.5% | +4.9% | -0.4% | +2.1% |
| 6M | +11.0% | -2.2% | +13.1% | +9.5% |
| YTD | +5.9% | +17.7% | -11.8% | -2.1% |
| 1Y | +14.6% | +26.1% | -11.5% | +3.2% |
| 3Y | +96.7% | +97.1% | -0.4% | +45.2% |
| 5Y | +15.6% | +149.2% | -133.6% | -23.8% |
| 10Y | +98.6% | +385.1% | -286.5% | -0.8% |
| All | +197.7% | +1,025.9% | -828.2% | -4.2% |
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