+488.9%
TNA vs CBOE
+1,020.3%
-531.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.8% |
| 7D | -3.6% | -0.8% | -2.8% | -3.0% |
| 30D | -10.1% | +2.7% | -12.7% | -12.7% |
| 3M | +2.7% | +0.7% | +2.0% | -2.3% |
| 6M | +38.4% | -2.0% | +40.4% | +29.4% |
| YTD | +45.4% | +17.1% | +28.3% | +14.9% |
| 1Y | +55.9% | +26.5% | +29.4% | +13.7% |
| 3Y | +109.8% | +96.1% | +13.7% | -15.0% |
| 5Y | -22.5% | +149.3% | -171.8% | -75.2% |
| 10Y | +87.5% | +386.5% | -298.9% | -69.9% |
| All | +488.9% | +1,020.3% | -531.4% | -71.3% |
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 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