+36.0%
TSM vs CBOE
+39.5%
-3.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.2% |
| 7D | -10.0% | +7.7% | -17.7% | -7.7% |
| 30D | -18.5% | +24.4% | -42.9% | -12.9% |
| 3M | -4.9% | +20.0% | -24.9% | +0.8% |
| 6M | -1.0% | +2.4% | -3.3% | +1.2% |
| YTD | +31.3% | +38.5% | -7.3% | +52.1% |
| 1Y | +36.0% | +39.0% | -2.9% | +57.5% |
| All | +36.0% | +39.5% | -3.5% | +57.5% |
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