-72.0%
TTD vs CBOE
+39.5%
-111.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.9% |
| 7D | +3.7% | +7.7% | -4.1% | +3.1% |
| 30D | +10.4% | +24.4% | -14.0% | +8.2% |
| 3M | -31.6% | +20.0% | -51.6% | -33.0% |
| 6M | -45.1% | +2.4% | -47.5% | -45.4% |
| YTD | -65.1% | +38.5% | -103.7% | -65.9% |
| 1Y | -72.0% | +39.0% | -110.9% | -72.5% |
| All | -72.0% | +39.5% | -111.5% | -72.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling