+748.4%
TT vs CBOE
+514.1%
+234.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +8.1% | +4.5% | +3.6% | +7.1% |
| 30D | -11.3% | +26.2% | -37.5% | -15.6% |
| 3M | -11.2% | +27.1% | -38.3% | -15.8% |
| 6M | -8.9% | +4.2% | -13.1% | -10.2% |
| YTD | +9.7% | +48.0% | -38.3% | -1.9% |
| 1Y | +1.3% | +42.4% | -41.2% | -8.5% |
| 3Y | +93.4% | +116.8% | -23.5% | +50.5% |
| 5Y | +133.5% | +199.0% | -65.5% | +60.8% |
| All | +748.4% | +514.1% | +234.4% | +379.8% |
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