+36.5%
TLT vs CBOE
+1,045.3%
-1,008.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.4% | -3.6% | +3.2% | -0.7% |
| 30D | -0.6% | +5.1% | -5.6% | -0.1% |
| 3M | -2.7% | +4.6% | -7.3% | -2.2% |
| 6M | -5.6% | -0.3% | -5.4% | -5.3% |
| YTD | -2.8% | +19.8% | -22.5% | -0.9% |
| 1Y | -1.4% | +28.4% | -29.8% | +1.1% |
| 3Y | -1.6% | +104.1% | -105.7% | +5.8% |
| 5Y | -33.8% | +150.9% | -184.7% | -27.0% |
| 10Y | -21.1% | +393.5% | -414.6% | -2.1% |
| All | +36.5% | +1,045.3% | -1,008.8% | +114.5% |
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