+639.5%
CEG vs TD
+75.7%
+563.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.4% | +6.2% | +5.6% |
| 7D | +8.0% | +0.3% | +7.7% | +7.8% |
| 30D | +12.9% | +0.4% | +12.5% | +12.6% |
| 3M | +13.2% | +7.6% | +5.5% | +8.5% |
| 6M | -7.0% | +25.0% | -32.0% | -17.3% |
| YTD | -15.0% | +31.0% | -46.0% | -26.4% |
| 1Y | -2.7% | +65.2% | -67.9% | -25.1% |
| 3Y | +184.1% | +122.5% | +61.6% | +84.3% |
| All | +639.5% | +75.7% | +563.8% | +417.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling