+6,599.4%
TSM vs CBOE
+1,045.3%
+5,554.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +2.7% | -3.6% | +6.3% | +3.2% |
| 30D | +3.6% | +5.1% | -1.5% | +2.9% |
| 3M | -3.4% | +4.6% | -8.0% | -4.3% |
| 6M | +20.6% | -0.3% | +20.9% | +19.5% |
| YTD | +41.9% | +19.8% | +22.1% | +36.2% |
| 1Y | +84.4% | +28.4% | +56.0% | +74.6% |
| 3Y | +380.2% | +104.1% | +276.1% | +303.7% |
| 5Y | +275.3% | +150.9% | +124.4% | +197.1% |
| 10Y | +1,751.4% | +393.5% | +1,357.9% | +1,127.1% |
| All | +6,599.4% | +1,045.3% | +5,554.1% | +3,210.2% |
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