+0.6%
CEG vs TFC
+13.2%
-12.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.2% | +0.2% |
| 7D | +6.7% | +2.2% | +4.4% | +6.5% |
| 30D | +11.0% | -2.5% | +13.5% | +11.1% |
| 3M | +19.5% | +4.5% | +14.9% | +18.4% |
| 6M | -5.9% | +11.0% | -16.8% | -6.6% |
| YTD | -15.0% | +5.9% | -20.9% | -16.5% |
| 1Y | +0.6% | +14.6% | -13.9% | -3.5% |
| All | +0.6% | +13.2% | -12.6% | -3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling