+639.7%
CEG vs TTMI
+760.0%
-120.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.8% |
| 7D | +6.7% | +12.2% | -5.5% | +3.4% |
| 30D | +11.0% | -5.7% | +16.7% | +12.1% |
| 3M | +19.5% | -27.5% | +47.0% | +27.6% |
| 6M | -5.9% | +47.1% | -53.0% | -19.8% |
| YTD | -15.0% | +87.5% | -102.4% | -34.3% |
| 1Y | +0.6% | +175.2% | -174.6% | -31.8% |
| 3Y | +180.6% | +901.9% | -721.3% | +29.8% |
| All | +639.7% | +760.0% | -120.4% | +243.9% |
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 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