+77.2%
TGT vs CBOE
+20.5%
+56.7%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.2% |
| 7D | -5.2% | -5.8% | +0.6% | -4.9% |
| 30D | +1.2% | -3.1% | +4.3% | +1.5% |
| 3M | +18.4% | -4.8% | +23.1% | +18.4% |
| 6M | +33.4% | -0.6% | +34.0% | +33.8% |
| YTD | +63.8% | +12.8% | +51.0% | +65.5% |
| 1Y | +77.2% | +19.8% | +57.4% | +79.2% |
| All | +77.2% | +20.5% | +56.7% | +79.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling