-0.8%
TOST vs CBOE
+39.5%
-40.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.5% |
| 7D | +10.7% | +7.7% | +3.0% | +11.1% |
| 30D | +17.7% | +24.4% | -6.7% | +19.7% |
| 3M | +4.6% | +20.0% | -15.4% | +6.3% |
| 6M | +20.3% | +2.4% | +17.9% | +19.4% |
| YTD | -0.4% | +38.5% | -38.9% | -8.3% |
| 1Y | -0.8% | +39.0% | -39.7% | -9.5% |
| All | -0.8% | +39.5% | -40.2% | -9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling