+122.7%
TT vs CBOE
+95.4%
+27.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.6% |
| 7D | +1.6% | -4.6% | +6.2% | +1.1% |
| 30D | -7.3% | +2.6% | -9.9% | -7.0% |
| 3M | -2.6% | +4.9% | -7.5% | -1.8% |
| 6M | +5.9% | -2.2% | +8.1% | +6.6% |
| YTD | +15.4% | +17.7% | -2.3% | +18.1% |
| 1Y | +8.2% | +26.1% | -17.8% | +11.5% |
| 3Y | +122.7% | +97.1% | +25.5% | +111.8% |
| All | +122.7% | +95.4% | +27.3% | +111.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling