-44.4%
TOST vs CBOE
+200.6%
-245.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +4.0% | +1.0% | +3.0% | +3.9% |
| 30D | +11.1% | +16.0% | -4.9% | +8.6% |
| 3M | +0.8% | +23.4% | -22.6% | -2.3% |
| 6M | +38.8% | +1.7% | +37.1% | +38.8% |
| YTD | -2.1% | +41.6% | -43.7% | -11.0% |
| 1Y | -6.0% | +38.5% | -44.5% | -14.1% |
| 3Y | +149.8% | +105.7% | +44.0% | +82.3% |
| 5Y | -42.8% | +185.4% | -228.2% | -70.3% |
| All | -44.4% | +200.6% | -245.0% | -70.0% |
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