-12.6%
TOST vs CBOE
+42.5%
-55.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -4.7% | +4.5% | -9.1% | -4.5% |
| 30D | +8.5% | +26.2% | -17.7% | +10.2% |
| 3M | -1.6% | +27.1% | -28.7% | +0.3% |
| 6M | +44.1% | +4.2% | +39.9% | +43.9% |
| YTD | -5.6% | +48.0% | -53.7% | -11.2% |
| 1Y | -12.6% | +42.4% | -55.0% | -19.5% |
| All | -12.6% | +42.5% | -55.1% | -19.5% |
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