+41.8%
TGT vs CBOE
+89.1%
-47.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | -0.1% |
| 7D | -5.2% | -5.8% | +0.6% | -5.5% |
| 30D | +1.2% | -3.1% | +4.3% | +1.1% |
| 3M | +18.4% | -4.8% | +23.1% | +17.9% |
| 6M | +33.4% | -0.6% | +34.0% | +34.4% |
| YTD | +63.8% | +12.8% | +51.0% | +68.9% |
| 1Y | +77.2% | +19.8% | +57.4% | +85.0% |
| 3Y | +41.8% | +86.9% | -45.2% | +60.7% |
| All | +41.8% | +89.1% | -47.3% | +60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling