-31.9%
CEG vs TTMI
+9.6%
-41.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -10.1% | +3.4% | -4.4% |
| 7D | -4.8% | -19.2% | +14.4% | -0.2% |
| 30D | -8.2% | -44.9% | +36.7% | +3.8% |
| 3M | -7.9% | -44.7% | +36.8% | +3.5% |
| 6M | -23.2% | -53.4% | +30.2% | -12.0% |
| YTD | -30.1% | +6.3% | -36.5% | -38.1% |
| 1Y | -31.9% | +10.7% | -42.6% | -40.6% |
| All | -31.9% | +9.6% | -41.5% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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