-72.0%
TTD vs CEG
-33.0%
-39.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.7% | +9.6% | +2.2% |
| 7D | +3.7% | -4.8% | +8.5% | +3.2% |
| 30D | +10.4% | -8.2% | +18.6% | +9.5% |
| 3M | -31.6% | -7.9% | -23.7% | -32.0% |
| 6M | -45.1% | -23.2% | -21.9% | -45.4% |
| YTD | -65.1% | -30.1% | -35.0% | -65.8% |
| 1Y | -72.0% | -31.9% | -40.1% | -72.6% |
| All | -72.0% | -33.0% | -39.0% | -72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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