-10.0%
CEG vs TDG
-11.6%
+1.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.6% |
| 7D | -4.8% | -1.9% | -2.9% | -4.5% |
| 30D | +2.3% | -7.7% | +10.0% | +3.5% |
| 3M | +15.6% | -9.3% | +24.9% | +17.0% |
| 6M | -5.0% | -9.4% | +4.4% | -3.9% |
| YTD | -19.0% | -14.3% | -4.8% | -17.7% |
| 1Y | -10.0% | -11.8% | +1.9% | -6.6% |
| All | -10.0% | -11.6% | +1.6% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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