+1,282.5%
TSEM vs CBOE
+368.5%
+914.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +1.9% |
| 7D | -4.9% | -5.8% | +0.9% | -4.2% |
| 30D | -18.7% | -3.1% | -15.6% | -18.5% |
| 3M | -18.1% | -4.8% | -13.4% | -18.0% |
| 6M | +77.1% | -0.6% | +77.7% | +75.6% |
| YTD | +80.1% | +12.8% | +67.3% | +74.5% |
| 1Y | +220.4% | +19.8% | +200.6% | +206.8% |
| 3Y | +650.1% | +86.9% | +563.1% | +526.7% |
| 5Y | +628.9% | +136.5% | +492.3% | +461.3% |
| All | +1,282.5% | +368.5% | +914.0% | +798.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling