+398.4%
TSM vs CBOE
+93.5%
+305.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -2.2% |
| 7D | +2.6% | -3.7% | +6.3% | +1.3% |
| 30D | +1.4% | +2.0% | -0.6% | +2.3% |
| 3M | +5.0% | -4.2% | +9.2% | +4.2% |
| 6M | +24.0% | +1.2% | +22.8% | +27.7% |
| YTD | +41.6% | +15.4% | +26.2% | +55.2% |
| 1Y | +66.2% | +23.5% | +42.7% | +88.3% |
| All | +398.4% | +93.5% | +305.0% | +555.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling