+3,733.8%
CELH vs TCOM
-9.8%
+3,743.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.0% |
| 7D | -11.2% | -4.9% | -6.3% | -9.9% |
| 30D | -1.4% | -14.4% | +12.9% | +3.1% |
| 3M | -4.2% | -17.7% | +13.5% | +0.9% |
| 6M | -40.5% | -25.1% | -15.4% | -35.8% |
| YTD | -40.5% | -45.7% | +5.2% | -30.2% |
| 1Y | -53.0% | -47.9% | -5.1% | -44.2% |
| 3Y | -59.1% | +8.9% | -68.0% | -62.0% |
| 5Y | -10.7% | +26.9% | -37.6% | -26.8% |
| All | +3,733.8% | -9.8% | +3,743.6% | +2,791.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling