+104.3%
CEG vs TFC
+82.8%
+21.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.6% |
| 7D | -4.7% | +1.2% | -5.9% | -5.2% |
| 30D | -16.6% | +8.3% | -24.9% | -18.9% |
| 3M | -4.1% | -5.2% | +1.1% | -2.7% |
| 6M | -22.3% | -0.8% | -21.5% | -22.7% |
| YTD | -28.9% | +3.4% | -32.4% | -30.8% |
| 1Y | -28.5% | +17.0% | -45.5% | -33.7% |
| 3Y | +104.3% | +86.2% | +18.1% | +68.5% |
| All | +104.3% | +82.8% | +21.5% | +68.5% |
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 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