-2.7%
CEG vs TMF
-15.2%
+12.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.4% | +4.5% | +4.8% |
| 7D | +8.0% | -1.4% | +9.5% | +8.5% |
| 30D | +12.9% | -2.8% | +15.8% | +13.9% |
| 3M | +13.2% | -10.9% | +24.1% | +17.9% |
| 6M | -7.0% | -21.3% | +14.3% | -0.6% |
| YTD | -15.0% | -15.9% | +0.9% | -9.1% |
| 1Y | -2.7% | -15.7% | +13.0% | +4.7% |
| All | -2.7% | -15.2% | +12.5% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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