+130.1%
CEG vs TMF
-28.1%
+158.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +11.8% | -3.4% | +15.2% | +11.8% |
| 30D | -6.5% | +11.5% | -18.0% | -6.6% |
| 3M | -1.2% | -4.5% | +3.4% | -1.0% |
| 6M | -8.0% | -15.0% | +6.9% | -8.0% |
| YTD | -21.9% | -19.9% | -2.0% | -21.9% |
| 1Y | -21.4% | -26.6% | +5.1% | -22.0% |
| All | +130.1% | -28.1% | +158.2% | +123.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling