-5.6%
TLT vs CBOE
+39.5%
-45.1%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | +1.0% | +7.7% | -6.8% | +1.1% |
| 30D | +6.0% | +24.4% | -18.4% | +6.6% |
| 3M | -0.9% | +20.0% | -20.9% | -0.4% |
| 6M | -2.3% | +2.4% | -4.6% | -1.0% |
| YTD | -3.3% | +38.5% | -41.9% | -4.7% |
| 1Y | -5.6% | +39.0% | -44.6% | -7.1% |
| All | -5.6% | +39.5% | -45.1% | -7.1% |
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