+1,106.5%
TMO vs CBOE
+978.8%
+127.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.6% |
| 7D | -0.6% | -5.8% | +5.2% | +0.6% |
| 30D | +1.1% | -3.1% | +4.3% | +1.7% |
| 3M | +28.3% | -4.8% | +33.1% | +29.0% |
| 6M | +23.3% | -0.6% | +23.8% | +21.6% |
| YTD | +5.5% | +12.8% | -7.3% | +0.7% |
| 1Y | +24.5% | +19.8% | +4.8% | +17.0% |
| 3Y | +19.6% | +86.9% | -67.4% | -1.9% |
| 5Y | +8.1% | +136.5% | -128.4% | -17.4% |
| 10Y | +336.7% | +368.4% | -31.7% | +162.4% |
| All | +1,106.5% | +978.8% | +127.7% | +406.6% |
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