+220.4%
TSEM vs CBOE
+20.5%
+199.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +1.2% |
| 7D | -4.9% | -5.8% | +0.9% | -6.0% |
| 30D | -18.7% | -3.1% | -15.6% | -19.2% |
| 3M | -18.1% | -4.8% | -13.4% | -19.2% |
| 6M | +77.1% | -0.6% | +77.7% | +88.7% |
| YTD | +80.1% | +12.8% | +67.3% | +98.9% |
| 1Y | +220.4% | +19.8% | +200.6% | +262.0% |
| All | +220.4% | +20.5% | +199.9% | +262.0% |
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 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