+305.7%
TMUS vs CBOE
+379.3%
-73.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.3% |
| 7D | -5.8% | -3.7% | -2.1% | -4.8% |
| 30D | -0.2% | +2.0% | -2.2% | -1.0% |
| 3M | -4.0% | -4.2% | +0.3% | -3.4% |
| 6M | -18.1% | +1.2% | -19.3% | -19.7% |
| YTD | -11.3% | +15.4% | -26.7% | -16.6% |
| 1Y | -24.7% | +23.5% | -48.2% | -30.7% |
| 3Y | +35.4% | +93.2% | -57.8% | +6.8% |
| 5Y | +42.4% | +142.0% | -99.5% | +3.1% |
| All | +305.7% | +379.3% | -73.6% | +137.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling