-16.1%
CEG vs TMF
-30.5%
+14.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.3% |
| 7D | +12.1% | -9.3% | +21.4% | +16.0% |
| 30D | +0.2% | +1.9% | -1.7% | -1.7% |
| 3M | +0.7% | -11.2% | +11.9% | +6.0% |
| 6M | +2.2% | -17.7% | +20.0% | +12.0% |
| YTD | -20.3% | -24.5% | +4.1% | -6.4% |
| 1Y | -16.1% | -29.4% | +13.4% | +3.4% |
| All | -16.1% | -30.5% | +14.4% | +3.4% |
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