+104.1%
CELH vs TDG
+11,635.9%
-11,531.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +1.8% |
| 7D | -11.2% | -1.9% | -9.3% | -10.6% |
| 30D | -1.4% | -7.7% | +6.3% | +1.5% |
| 3M | -4.2% | -9.3% | +5.2% | -0.9% |
| 6M | -40.5% | -9.4% | -31.1% | -38.6% |
| YTD | -40.5% | -14.3% | -26.2% | -37.6% |
| 1Y | -53.0% | -11.8% | -41.2% | -51.4% |
| 3Y | -59.1% | +52.0% | -111.0% | -66.2% |
| 5Y | -10.7% | +128.8% | -139.5% | -35.2% |
| 10Y | +3,788.6% | +543.8% | +3,244.7% | +1,913.0% |
| All | +104.1% | +11,635.9% | -11,531.8% | -77.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling