+1,206.6%
TTMI vs CBOE
+1,025.9%
+180.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.7% | +4.7% | +3.4% |
| 7D | +12.2% | -4.6% | +16.8% | +13.5% |
| 30D | -5.7% | +2.6% | -8.4% | -6.4% |
| 3M | -27.5% | +4.9% | -32.4% | -29.4% |
| 6M | +47.1% | -2.2% | +49.3% | +44.9% |
| YTD | +87.5% | +17.7% | +69.7% | +73.3% |
| 1Y | +175.2% | +26.1% | +149.1% | +148.0% |
| 3Y | +901.9% | +97.1% | +804.8% | +629.6% |
| 5Y | +843.5% | +149.2% | +694.3% | +514.1% |
| 10Y | +1,077.0% | +385.1% | +691.9% | +437.6% |
| All | +1,206.6% | +1,025.9% | +180.6% | +233.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling