-49.5%
CELH vs TCOM
-42.5%
-7.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.9% |
| 7D | -7.0% | -9.5% | +2.5% | -5.9% |
| 30D | +5.2% | -10.7% | +15.9% | +6.5% |
| 3M | +10.5% | -14.6% | +25.1% | +11.6% |
| 6M | -32.7% | -19.3% | -13.4% | -31.8% |
| YTD | -33.0% | -42.9% | +10.0% | -29.7% |
| 1Y | -49.5% | -43.8% | -5.8% | -47.5% |
| All | -49.5% | -42.5% | -7.0% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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