+99.7%
CELH vs TCOM
+383.5%
-283.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.3% | -2.4% | -3.5% |
| 7D | -15.8% | -6.5% | -9.2% | -14.8% |
| 30D | -5.2% | -16.2% | +11.0% | -2.5% |
| 3M | -6.1% | -19.3% | +13.2% | -3.1% |
| 6M | -40.9% | -27.2% | -13.6% | -38.0% |
| YTD | -41.8% | -46.2% | +4.4% | -36.3% |
| 1Y | -52.6% | -46.6% | -6.0% | -48.1% |
| 3Y | -60.4% | +8.4% | -68.8% | -61.5% |
| 5Y | -12.6% | +25.8% | -38.5% | -19.3% |
| 10Y | +3,704.3% | -11.9% | +3,716.2% | +3,414.4% |
| All | +99.7% | +383.5% | -283.8% | +83.1% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling