+639.5%
CEG vs TT
+164.7%
+474.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.3% | +4.5% |
| 7D | +8.0% | -0.2% | +8.3% | +8.2% |
| 30D | +12.9% | -7.4% | +20.3% | +18.6% |
| 3M | +13.2% | -3.2% | +16.4% | +14.8% |
| 6M | -7.0% | +1.1% | -8.1% | -8.6% |
| YTD | -15.0% | +15.6% | -30.6% | -24.0% |
| 1Y | -2.7% | +9.2% | -11.9% | -9.7% |
| 3Y | +184.1% | +124.4% | +59.7% | +87.4% |
| All | +639.5% | +164.7% | +474.8% | +300.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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