-1.8%
CEG vs TTMI
+164.8%
-166.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.9% | +2.2% | -0.8% |
| 7D | +1.3% | +7.5% | -6.2% | -0.4% |
| 30D | +8.8% | -4.5% | +13.3% | +9.6% |
| 3M | +17.0% | -28.5% | +45.5% | +24.5% |
| 6M | -8.7% | +28.4% | -37.1% | -17.5% |
| YTD | -16.4% | +80.1% | -96.5% | -34.1% |
| 1Y | -1.8% | +161.0% | -162.8% | -31.1% |
| All | -1.8% | +164.8% | -166.5% | -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