+896.9%
TSEM vs CBOE
+1,025.9%
-129.0%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.8% |
| 7D | +10.4% | -4.6% | +15.1% | +11.3% |
| 30D | -12.9% | +2.6% | -15.6% | -13.4% |
| 3M | -9.2% | +4.9% | -14.1% | -10.7% |
| 6M | +98.8% | -2.2% | +100.9% | +97.0% |
| YTD | +87.2% | +17.7% | +69.5% | +77.6% |
| 1Y | +239.0% | +26.1% | +212.9% | +216.0% |
| 3Y | +679.5% | +97.1% | +582.4% | +523.6% |
| 5Y | +667.3% | +149.2% | +518.1% | +464.1% |
| 10Y | +1,301.0% | +385.1% | +915.9% | +701.0% |
| All | +896.9% | +1,025.9% | -129.0% | +299.7% |
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