+492.8%
CEG vs TMF
-85.5%
+578.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.0% | -2.5% |
| 7D | -9.4% | +2.7% | -12.1% | -9.5% |
| 30D | -20.2% | +19.3% | -39.5% | -20.6% |
| 3M | -9.5% | -3.7% | -5.8% | -9.4% |
| 6M | -25.0% | -11.3% | -13.7% | -24.8% |
| YTD | -31.9% | -16.6% | -15.3% | -31.6% |
| 1Y | -33.7% | -21.1% | -12.5% | -33.4% |
| 3Y | +108.7% | -26.8% | +135.5% | +107.6% |
| All | +492.8% | -85.5% | +578.2% | +562.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling