+154.4%
TRV vs CBOE
+142.1%
+12.3%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.8% |
| 7D | -1.5% | -3.7% | +2.2% | -0.9% |
| 30D | -1.8% | +2.0% | -3.8% | -2.2% |
| 3M | +21.6% | -4.2% | +25.8% | +22.2% |
| 6M | +22.5% | +1.2% | +21.3% | +21.0% |
| YTD | +28.1% | +15.4% | +12.8% | +23.1% |
| 1Y | +37.0% | +23.5% | +13.5% | +29.6% |
| 3Y | +141.9% | +93.2% | +48.7% | +104.9% |
| All | +154.4% | +142.1% | +12.3% | +102.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling