+285.0%
TSM vs CBOE
+146.7%
+138.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.9% |
| 7D | +4.8% | -0.8% | +5.5% | +4.7% |
| 30D | +4.0% | +2.7% | +1.3% | +4.5% |
| 3M | +2.0% | +0.7% | +1.3% | +2.8% |
| 6M | +25.5% | -2.0% | +27.5% | +26.3% |
| YTD | +44.0% | +17.1% | +26.9% | +47.6% |
| 1Y | +75.4% | +26.5% | +48.9% | +81.1% |
| 3Y | +406.7% | +96.1% | +310.6% | +395.6% |
| 5Y | +285.0% | +149.3% | +135.7% | +234.9% |
| All | +285.0% | +146.7% | +138.3% | +234.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling