+172.4%
CEG vs TDG
+50.2%
+122.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.0% |
| 7D | +1.3% | -2.4% | +3.8% | +2.4% |
| 30D | +8.8% | -8.0% | +16.8% | +12.6% |
| 3M | +17.0% | -10.5% | +27.4% | +21.9% |
| 6M | -8.7% | -11.9% | +3.2% | -4.5% |
| YTD | -16.4% | -15.4% | -1.1% | -11.4% |
| 1Y | -1.8% | -14.2% | +12.5% | +2.8% |
| All | +172.4% | +50.2% | +122.3% | +117.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling