+2,236.7%
TT vs CBOE
+1,045.3%
+1,191.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.9% |
| 7D | 0.0% | -3.6% | +3.6% | +0.9% |
| 30D | -7.2% | +5.1% | -12.2% | -8.5% |
| 3M | -3.0% | +4.6% | -7.6% | -4.9% |
| 6M | +1.4% | -0.3% | +1.6% | -0.4% |
| YTD | +15.9% | +19.8% | -3.9% | +7.6% |
| 1Y | +9.4% | +28.4% | -18.9% | -0.8% |
| 3Y | +124.4% | +104.1% | +20.3% | +70.7% |
| 5Y | +138.0% | +150.9% | -12.9% | +67.1% |
| 10Y | +886.4% | +393.5% | +492.9% | +426.1% |
| All | +2,236.7% | +1,045.3% | +1,191.4% | +716.0% |
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