+639.5%
CEG vs TMF
-85.4%
+724.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.4% | +4.5% | +4.9% |
| 7D | +8.0% | -1.4% | +9.5% | +8.1% |
| 30D | +12.9% | -2.8% | +15.8% | +13.0% |
| 3M | +13.2% | -10.9% | +24.1% | +13.5% |
| 6M | -7.0% | -21.3% | +14.3% | -6.6% |
| YTD | -15.0% | -15.9% | +0.9% | -14.7% |
| 1Y | -2.7% | -15.7% | +13.0% | -2.4% |
| 3Y | +184.1% | -43.4% | +227.4% | +184.9% |
| All | +639.5% | -85.4% | +724.8% | +725.8% |
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