+3,733.8%
CELH vs TDG
+547.7%
+3,186.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +1.7% |
| 7D | -11.2% | -1.9% | -9.3% | -10.5% |
| 30D | -1.4% | -7.7% | +6.3% | +1.9% |
| 3M | -4.2% | -9.3% | +5.2% | -0.5% |
| 6M | -40.5% | -9.4% | -31.1% | -38.4% |
| YTD | -40.5% | -14.3% | -26.2% | -37.2% |
| 1Y | -53.0% | -11.8% | -41.2% | -51.2% |
| 3Y | -59.1% | +52.0% | -111.0% | -67.4% |
| 5Y | -10.7% | +128.8% | -139.5% | -39.3% |
| All | +3,733.8% | +547.7% | +3,186.1% | +2,430.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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