-72.2%
TTD vs CBOE
+29.2%
-101.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.3% | -4.4% |
| 7D | +6.3% | -3.6% | +10.0% | +6.6% |
| 30D | -23.9% | +5.1% | -29.0% | -24.4% |
| 3M | -31.4% | +4.6% | -36.0% | -31.6% |
| 6M | -42.7% | -0.3% | -42.4% | -44.1% |
| YTD | -62.0% | +19.8% | -81.7% | -62.6% |
| 1Y | -72.2% | +28.4% | -100.6% | -72.9% |
| All | -72.2% | +29.2% | -101.4% | -72.9% |
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