+1,078.9%
TMUS vs CBOE
+1,341.0%
-262.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -1.2% |
| 7D | +4.9% | +6.3% | -1.4% | +3.0% |
| 30D | +7.7% | +24.9% | -17.2% | +0.7% |
| 3M | -6.8% | +28.5% | -35.2% | -14.1% |
| 6M | -9.7% | +2.9% | -12.6% | -11.6% |
| YTD | -15.0% | +50.7% | -65.6% | -26.8% |
| 1Y | -19.1% | +45.5% | -64.6% | -29.6% |
| 3Y | +21.4% | +116.3% | -94.9% | -8.5% |
| 5Y | +51.2% | +204.3% | -153.2% | +0.2% |
| 10Y | +240.2% | +526.3% | -286.1% | +67.4% |
| All | +1,078.9% | +1,341.0% | -262.2% | +244.9% |
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