+858.0%
TTMI vs CBOE
+93.5%
+764.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -2.1% |
| 7D | +6.0% | -3.7% | +9.7% | +4.6% |
| 30D | -6.4% | +2.0% | -8.4% | -5.7% |
| 3M | -28.9% | -4.2% | -24.7% | -29.5% |
| 6M | +26.9% | +1.2% | +25.7% | +31.5% |
| YTD | +77.3% | +15.4% | +61.9% | +95.2% |
| 1Y | +147.5% | +23.5% | +124.0% | +181.9% |
| All | +858.0% | +93.5% | +764.6% | +1,067.5% |
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 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