-23.0%
TNA vs CBOE
+136.7%
-159.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.4% |
| 7D | -7.3% | -5.8% | -1.5% | -6.4% |
| 30D | -14.2% | -3.1% | -11.0% | -13.8% |
| 3M | -4.6% | -4.8% | +0.2% | -4.2% |
| 6M | +36.9% | -0.6% | +37.5% | +34.1% |
| YTD | +42.5% | +12.8% | +29.8% | +33.1% |
| 1Y | +45.8% | +19.8% | +26.0% | +32.9% |
| 3Y | +104.7% | +86.9% | +17.7% | +14.8% |
| All | -23.0% | +136.7% | -159.7% | -69.3% |
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