-45.4%
TOST vs CBOE
+214.6%
-260.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.4% |
| 7D | -3.6% | +6.9% | -10.5% | -4.6% |
| 30D | +8.9% | +24.1% | -15.3% | +5.4% |
| 3M | -2.2% | +30.9% | -33.2% | -6.1% |
| 6M | +41.0% | +5.9% | +35.1% | +40.2% |
| YTD | -4.0% | +48.2% | -52.1% | -13.3% |
| 1Y | -9.6% | +43.5% | -53.1% | -17.7% |
| 3Y | +141.7% | +117.0% | +24.7% | +74.1% |
| 5Y | -29.5% | +203.4% | -232.8% | -64.3% |
| All | -45.4% | +214.6% | -260.0% | -70.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling