+579.5%
CEG vs TTMI
+423.3%
+156.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +9.0% | -6.4% | +0.1% |
| 7D | +11.8% | +7.2% | +4.6% | +9.2% |
| 30D | -6.5% | -28.7% | +22.1% | +0.3% |
| 3M | -1.2% | -39.8% | +38.7% | +10.3% |
| 6M | -8.0% | -51.7% | +43.7% | +6.5% |
| YTD | -21.9% | +14.1% | -35.9% | -32.5% |
| 1Y | -21.4% | +16.0% | -37.4% | -32.9% |
| 3Y | +130.0% | +452.7% | -322.7% | +21.9% |
| All | +579.5% | +423.3% | +156.2% | +253.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling