+99.7%
TXN vs CBOE
+39.5%
+60.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | +1.0% | +7.7% | -6.7% | +2.1% |
| 30D | +6.1% | +24.4% | -18.3% | +8.7% |
| 3M | +10.4% | +20.0% | -9.7% | +12.8% |
| 6M | +12.6% | +2.4% | +10.2% | +15.2% |
| YTD | +83.5% | +38.5% | +44.9% | +112.5% |
| 1Y | +99.7% | +39.0% | +60.8% | +131.9% |
| All | +99.7% | +39.5% | +60.2% | +131.9% |
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