+107.3%
CELH vs TCOM
+389.6%
-282.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.2% | -3.3% | -6.0% |
| 7D | -11.7% | -10.2% | -1.5% | -10.1% |
| 30D | +1.6% | -16.8% | +18.4% | +4.6% |
| 3M | -2.0% | -16.7% | +14.7% | +0.7% |
| 6M | -36.2% | -27.1% | -9.1% | -33.2% |
| YTD | -39.6% | -45.5% | +5.9% | -34.1% |
| 1Y | -50.7% | -45.9% | -4.8% | -46.1% |
| 3Y | -58.9% | +9.8% | -68.6% | -60.1% |
| 5Y | -5.4% | +23.8% | -29.2% | -12.6% |
| 10Y | +3,848.6% | -10.8% | +3,859.4% | +3,540.2% |
| All | +107.3% | +389.6% | -282.3% | +89.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling