-68.3%
TTD vs CBOE
+20.5%
-88.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.9% | +2.9% |
| 7D | -0.6% | -5.8% | +5.2% | 0.0% |
| 30D | +6.3% | -3.1% | +9.4% | +6.4% |
| 3M | -24.1% | -4.8% | -19.4% | -23.5% |
| 6M | -47.4% | -0.6% | -46.9% | -48.4% |
| YTD | -62.2% | +12.8% | -75.0% | -63.1% |
| 1Y | -68.3% | +19.8% | -88.1% | -69.6% |
| All | -68.3% | +20.5% | -88.8% | -69.6% |
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