-77.3%
TTD vs CEG
+666.0%
-743.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.1% | +1.5% |
| 7D | +21.3% | +12.1% | +9.2% | +18.1% |
| 30D | +28.7% | +0.2% | +28.5% | +28.3% |
| 3M | +7.7% | +0.7% | +7.0% | +6.3% |
| 6M | -23.5% | +2.2% | -25.7% | -25.6% |
| YTD | -58.7% | -20.3% | -38.4% | -57.6% |
| 1Y | -63.4% | -16.1% | -47.3% | -63.2% |
| 3Y | -75.3% | +134.7% | -210.0% | -84.8% |
| All | -77.3% | +666.0% | -743.3% | -88.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling