+917.7%
TT vs CBOE
+368.5%
+549.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.9% | +1.1% |
| 7D | -1.2% | -5.8% | +4.6% | 0.0% |
| 30D | -7.3% | -3.1% | -4.2% | -6.8% |
| 3M | -3.6% | -4.8% | +1.2% | -3.1% |
| 6M | +2.8% | -0.6% | +3.4% | +1.2% |
| YTD | +14.5% | +12.8% | +1.7% | +8.7% |
| 1Y | +7.4% | +19.8% | -12.4% | +0.1% |
| 3Y | +116.2% | +86.9% | +29.3% | +71.5% |
| 5Y | +147.4% | +136.5% | +10.8% | +79.1% |
| All | +917.7% | +368.5% | +549.2% | +518.8% |
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 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