+1,097.7%
TSCO vs CBOE
+978.8%
+119.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.0% |
| 7D | -5.7% | -5.8% | +0.2% | -4.2% |
| 30D | -8.8% | -3.1% | -5.6% | -8.2% |
| 3M | +6.3% | -4.8% | +11.1% | +7.0% |
| 6M | -32.3% | -0.6% | -31.7% | -33.3% |
| YTD | -32.7% | +12.8% | -45.5% | -36.1% |
| 1Y | -43.7% | +19.8% | -63.5% | -47.5% |
| 3Y | -19.7% | +86.9% | -106.6% | -35.2% |
| 5Y | -11.6% | +136.5% | -148.1% | -34.3% |
| 10Y | +184.1% | +368.4% | -184.4% | +63.9% |
| All | +1,097.7% | +978.8% | +119.0% | +376.2% |
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