+1,159.1%
TMUS vs CBOE
+1,045.3%
+113.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.4% | -3.4% |
| 7D | +0.1% | -3.6% | +3.7% | +1.1% |
| 30D | +5.3% | +5.1% | +0.2% | +3.4% |
| 3M | +3.1% | +4.6% | -1.5% | +1.0% |
| 6M | -16.5% | -0.3% | -16.2% | -17.8% |
| YTD | -9.2% | +19.8% | -28.9% | -15.9% |
| 1Y | -26.5% | +28.4% | -54.8% | -33.5% |
| 3Y | +39.0% | +104.1% | -65.1% | +6.2% |
| 5Y | +40.4% | +150.9% | -110.5% | -1.2% |
| 10Y | +303.7% | +393.5% | -89.8% | +114.0% |
| All | +1,159.1% | +1,045.3% | +113.8% | +296.2% |
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 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