+134.7%
CEG vs TFC
+97.5%
+37.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.2% |
| 7D | +12.1% | +2.3% | +9.8% | +11.4% |
| 30D | +0.2% | +10.8% | -10.6% | -3.1% |
| 3M | +0.7% | -3.8% | +4.5% | +1.8% |
| 6M | +2.2% | +9.6% | -7.3% | -1.5% |
| YTD | -20.3% | +5.8% | -26.1% | -22.9% |
| 1Y | -16.1% | +16.2% | -32.2% | -21.8% |
| 3Y | +134.7% | +96.0% | +38.7% | +93.7% |
| All | +134.7% | +97.5% | +37.1% | +93.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling