-24.7%
TMUS vs CBOE
+24.1%
-48.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | 0.0% |
| 7D | -5.8% | -3.7% | -2.1% | -5.5% |
| 30D | -0.2% | +2.0% | -2.2% | -0.6% |
| 3M | -4.0% | -4.2% | +0.3% | -4.0% |
| 6M | -18.1% | +1.2% | -19.3% | -19.3% |
| YTD | -11.3% | +15.4% | -26.7% | -14.6% |
| 1Y | -24.7% | +23.5% | -48.2% | -29.2% |
| All | -24.7% | +24.1% | -48.8% | -29.2% |
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