-31.9%
CEG vs TD
+61.0%
-92.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.8% | -9.5% | -8.2% |
| 7D | -4.8% | +1.4% | -6.2% | -5.5% |
| 30D | -8.2% | +10.2% | -18.4% | -13.5% |
| 3M | -7.9% | +8.1% | -16.0% | -12.6% |
| 6M | -23.2% | +22.3% | -45.5% | -34.1% |
| YTD | -30.1% | +39.0% | -69.2% | -45.6% |
| 1Y | -31.9% | +62.6% | -94.5% | -54.9% |
| All | -31.9% | +61.0% | -92.9% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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