+130.1%
CEG vs TTMI
+454.2%
-324.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +9.0% | -6.4% | -0.1% |
| 7D | +11.8% | +7.2% | +4.6% | +9.0% |
| 30D | -6.5% | -28.7% | +22.1% | +0.8% |
| 3M | -1.2% | -39.8% | +38.7% | +11.2% |
| 6M | -8.0% | -51.7% | +43.7% | +7.7% |
| YTD | -21.9% | +14.1% | -35.9% | -35.4% |
| 1Y | -21.4% | +16.0% | -37.4% | -36.1% |
| All | +130.1% | +454.2% | -324.1% | -3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling