-75.3%
TTD vs CBOE
+119.7%
-194.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +1.5% |
| 7D | +21.3% | +6.3% | +15.0% | +22.1% |
| 30D | +28.7% | +24.9% | +3.8% | +32.0% |
| 3M | +7.7% | +28.5% | -20.8% | +10.8% |
| 6M | -23.5% | +2.9% | -26.4% | -24.7% |
| YTD | -58.7% | +50.7% | -109.4% | -54.8% |
| 1Y | -63.4% | +45.5% | -108.9% | -60.5% |
| 3Y | -75.3% | +116.3% | -191.6% | -68.4% |
| All | -75.3% | +119.7% | -194.9% | -68.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling