+3,733.8%
CELH vs TD
+306.3%
+3,427.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.9% |
| 7D | -11.2% | -0.5% | -10.7% | -10.9% |
| 30D | -1.4% | -1.9% | +0.4% | -0.6% |
| 3M | -4.2% | +4.8% | -8.9% | -6.9% |
| 6M | -40.5% | +28.0% | -68.4% | -48.1% |
| YTD | -40.5% | +30.3% | -70.8% | -48.7% |
| 1Y | -53.0% | +59.8% | -112.8% | -63.7% |
| 3Y | -59.1% | +124.7% | -183.8% | -74.2% |
| 5Y | -10.7% | +127.0% | -137.7% | -42.8% |
| All | +3,733.8% | +306.3% | +3,427.5% | +2,275.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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