-73.1%
TTD vs CEG
-1.1%
-71.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.9% | -2.8% |
| 7D | +1.7% | +6.7% | -4.9% | +2.3% |
| 30D | +1.6% | +11.0% | -9.4% | +2.5% |
| 3M | -27.8% | +19.5% | -47.3% | -26.8% |
| 6M | -52.1% | -5.9% | -46.3% | -51.6% |
| YTD | -63.1% | -15.0% | -48.1% | -63.3% |
| 1Y | -73.1% | +0.6% | -73.7% | -71.5% |
| All | -73.1% | -1.1% | -71.9% | -71.5% |
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