+1,757.1%
TSM vs CBOE
+379.3%
+1,377.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.6% |
| 7D | +2.6% | -3.7% | +6.3% | +2.9% |
| 30D | +1.4% | +2.0% | -0.6% | +1.2% |
| 3M | +5.0% | -4.2% | +9.2% | +5.2% |
| 6M | +24.0% | +1.2% | +22.8% | +22.7% |
| YTD | +41.6% | +15.4% | +26.2% | +37.5% |
| 1Y | +66.2% | +23.5% | +42.7% | +59.6% |
| 3Y | +398.2% | +93.2% | +305.0% | +326.3% |
| 5Y | +277.6% | +142.0% | +135.6% | +200.5% |
| All | +1,757.1% | +379.3% | +1,377.9% | +1,273.0% |
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 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