+6,144.7%
TSM vs CBOE
+1,341.0%
+4,803.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.4% | -1.9% |
| 7D | +6.2% | +6.3% | -0.1% | +5.5% |
| 30D | -7.3% | +24.9% | -32.2% | -9.7% |
| 3M | -7.1% | +28.5% | -35.6% | -10.0% |
| 6M | +0.2% | +2.9% | -2.6% | -0.3% |
| YTD | +32.2% | +50.7% | -18.4% | +23.3% |
| 1Y | +42.8% | +45.5% | -2.7% | +33.9% |
| 3Y | +330.4% | +116.3% | +214.1% | +266.8% |
| 5Y | +263.9% | +204.3% | +59.6% | +182.6% |
| 10Y | +1,580.2% | +526.3% | +1,053.9% | +980.9% |
| All | +6,144.7% | +1,341.0% | +4,803.7% | +2,897.8% |
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