+43.0%
TMUS vs CBOE
+151.5%
-108.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.4% |
| 7D | -0.3% | -4.6% | +4.4% | +0.7% |
| 30D | +3.1% | +2.6% | +0.5% | +2.4% |
| 3M | +2.4% | +4.9% | -2.5% | +0.9% |
| 6M | -17.1% | -2.2% | -14.9% | -17.7% |
| YTD | -9.1% | +17.7% | -26.8% | -14.2% |
| 1Y | -23.6% | +26.1% | -49.7% | -29.4% |
| 3Y | +38.8% | +97.1% | -58.3% | +10.8% |
| 5Y | +43.0% | +149.2% | -106.2% | +1.6% |
| All | +43.0% | +151.5% | -108.6% | +1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling