+357.5%
TGT vs CBOE
+1,020.3%
-662.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.1% |
| 7D | -3.6% | -0.8% | -2.8% | -3.4% |
| 30D | +4.4% | +2.7% | +1.7% | +3.9% |
| 3M | +25.4% | +0.7% | +24.7% | +24.7% |
| 6M | +33.4% | -2.0% | +35.3% | +32.7% |
| YTD | +65.6% | +17.1% | +48.4% | +59.2% |
| 1Y | +80.3% | +26.5% | +53.8% | +70.5% |
| 3Y | +42.1% | +96.1% | -54.0% | +20.1% |
| 5Y | -25.0% | +149.3% | -174.3% | -40.5% |
| 10Y | +208.2% | +386.5% | -178.3% | +109.5% |
| All | +357.5% | +1,020.3% | -662.8% | +150.0% |
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