+639.7%
CEG vs TFC
-5.7%
+645.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.2% | +0.6% |
| 7D | +6.7% | +2.2% | +4.4% | +6.1% |
| 30D | +11.0% | -2.5% | +13.5% | +11.6% |
| 3M | +19.5% | +4.5% | +14.9% | +17.7% |
| 6M | -5.9% | +11.0% | -16.8% | -8.8% |
| YTD | -15.0% | +5.9% | -20.9% | -16.9% |
| 1Y | +0.6% | +14.6% | -13.9% | -3.9% |
| 3Y | +180.6% | +96.7% | +83.9% | +133.9% |
| All | +639.7% | -5.7% | +645.4% | +541.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 10y: compounded portfolio wealth divided by compounded TFC 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…
10y analysis · Full analysis span regression · 6 months rolling