+134.7%
CEG vs TD
+132.8%
+1.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.8% |
| 7D | +12.1% | +1.1% | +11.0% | +11.6% |
| 30D | +0.2% | +5.2% | -5.0% | -2.3% |
| 3M | +0.7% | +1.2% | -0.5% | -0.2% |
| 6M | +2.2% | +17.7% | -15.5% | -6.0% |
| YTD | -20.3% | +34.2% | -54.6% | -31.1% |
| 1Y | -16.1% | +55.4% | -71.5% | -32.0% |
| 3Y | +134.7% | +130.4% | +4.3% | +55.0% |
| All | +134.7% | +132.8% | +1.8% | +55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling