+639.7%
CEG vs TDG
+117.7%
+522.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.7% |
| 7D | +6.7% | -0.9% | +7.6% | +7.1% |
| 30D | +11.0% | -6.5% | +17.5% | +14.3% |
| 3M | +19.5% | -5.1% | +24.6% | +21.5% |
| 6M | -5.9% | -11.5% | +5.7% | -1.5% |
| YTD | -15.0% | -13.9% | -1.1% | -10.3% |
| 1Y | +0.6% | -11.5% | +12.1% | +4.0% |
| 3Y | +180.6% | +53.7% | +127.0% | +118.1% |
| All | +639.7% | +117.7% | +522.0% | +370.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling