-82.9%
TTD vs CEG
+182.6%
-265.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.9% | -9.3% | -5.3% |
| 7D | +6.3% | +8.0% | -1.7% | +4.7% |
| 30D | -23.9% | +12.9% | -36.8% | -25.9% |
| 3M | -31.4% | +13.2% | -44.5% | -33.4% |
| 6M | -42.7% | -7.0% | -35.7% | -42.5% |
| YTD | -62.0% | -15.0% | -47.0% | -61.2% |
| 1Y | -72.2% | -2.7% | -69.5% | -73.1% |
| All | -82.9% | +182.6% | -265.4% | -88.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling