+607.3%
CEG vs TTMI
+713.4%
-106.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.3% |
| 7D | +0.3% | +6.0% | -5.7% | -1.3% |
| 30D | +2.9% | -6.4% | +9.3% | +4.2% |
| 3M | +18.2% | -28.9% | +47.1% | +26.9% |
| 6M | -9.5% | +26.9% | -36.4% | -19.4% |
| YTD | -18.7% | +77.3% | -96.0% | -36.2% |
| 1Y | -10.1% | +147.5% | -157.6% | -37.2% |
| 3Y | +168.3% | +847.6% | -679.3% | +26.0% |
| All | +607.3% | +713.4% | -106.1% | +233.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling