-2.7%
CEG vs TTMI
+171.3%
-174.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +8.8% | -4.0% | +2.8% |
| 7D | +8.0% | +5.9% | +2.2% | +6.6% |
| 30D | +12.9% | -4.3% | +17.2% | +13.6% |
| 3M | +13.2% | -32.0% | +45.2% | +21.9% |
| 6M | -7.0% | +19.5% | -26.4% | -14.5% |
| YTD | -15.0% | +82.0% | -97.0% | -33.0% |
| 1Y | -2.7% | +172.6% | -175.4% | -31.1% |
| All | -2.7% | +171.3% | -174.0% | -31.1% |
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