+306.1%
TMUS vs CBOE
+386.6%
-80.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.3% |
| 7D | -5.3% | -0.8% | -4.6% | -5.1% |
| 30D | +0.1% | +2.7% | -2.6% | -0.9% |
| 3M | -0.6% | +0.7% | -1.3% | -1.4% |
| 6M | -17.5% | -2.0% | -15.6% | -18.3% |
| YTD | -11.3% | +17.1% | -28.4% | -16.8% |
| 1Y | -25.4% | +26.5% | -51.9% | -31.8% |
| 3Y | +35.5% | +96.1% | -60.6% | +6.4% |
| 5Y | +41.9% | +149.3% | -107.4% | +1.8% |
| All | +306.1% | +386.6% | -80.5% | +137.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling