-18.3%
TOST vs CBOE
+26.4%
-44.7%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.3% | -2.1% |
| 7D | -0.9% | -4.6% | +3.8% | -1.4% |
| 30D | -3.5% | +2.6% | -6.1% | -3.0% |
| 3M | +38.1% | +4.9% | +33.2% | +39.9% |
| 6M | +9.9% | -2.2% | +12.1% | +5.1% |
| YTD | -6.3% | +17.7% | -24.0% | -10.1% |
| 1Y | -18.3% | +26.1% | -44.4% | -20.5% |
| All | -18.3% | +26.4% | -44.7% | -20.5% |
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