+10.7%
TTMI vs CBOE
+39.5%
-28.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +0.3% | -10.4% | -10.0% |
| 7D | -19.2% | +7.7% | -26.9% | -16.6% |
| 30D | -44.9% | +24.4% | -69.3% | -40.1% |
| 3M | -44.7% | +20.0% | -64.8% | -40.4% |
| 6M | -53.4% | +2.4% | -55.8% | -50.9% |
| YTD | +6.3% | +38.5% | -32.2% | +29.0% |
| 1Y | +10.7% | +39.0% | -28.3% | +34.7% |
| All | +10.7% | +39.5% | -28.8% | +34.7% |
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