+132.3%
TT vs CBOE
+202.6%
-70.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.5% |
| 7D | +4.0% | +6.3% | -2.2% | +3.8% |
| 30D | -11.3% | +24.9% | -36.3% | -12.4% |
| 3M | -12.3% | +28.5% | -40.7% | -13.5% |
| 6M | -10.8% | +2.9% | -13.7% | -10.0% |
| YTD | +8.2% | +50.7% | -42.5% | +3.0% |
| 1Y | +1.5% | +45.5% | -44.0% | -2.8% |
| 3Y | +91.5% | +116.3% | -24.9% | +62.2% |
| All | +132.3% | +202.6% | -70.3% | +64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling