+180.6%
CEG vs TTMI
+857.4%
-676.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.8% |
| 7D | +6.7% | +12.2% | -5.5% | +3.1% |
| 30D | +11.0% | -5.7% | +16.7% | +12.2% |
| 3M | +19.5% | -27.5% | +47.0% | +28.4% |
| 6M | -5.9% | +47.1% | -53.0% | -21.5% |
| YTD | -15.0% | +87.5% | -102.4% | -37.0% |
| 1Y | +0.6% | +175.2% | -174.6% | -36.8% |
| 3Y | +180.6% | +901.9% | -721.3% | +13.3% |
| All | +180.6% | +857.4% | -676.8% | +13.3% |
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