-59.1%
CELH vs TEL
+71.6%
-130.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.6% | -1.4% | +0.6% |
| 7D | -11.2% | +1.6% | -12.8% | -11.8% |
| 30D | -1.4% | -0.7% | -0.8% | -1.4% |
| 3M | -4.2% | +2.4% | -6.6% | -5.4% |
| 6M | -40.5% | +4.1% | -44.6% | -42.8% |
| YTD | -40.5% | -5.8% | -34.7% | -40.2% |
| 1Y | -53.0% | +0.9% | -53.9% | -54.2% |
| 3Y | -59.1% | +72.6% | -131.7% | -69.5% |
| All | -59.1% | +71.6% | -130.7% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 3y: compounded portfolio wealth divided by compounded TEL 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…
3y analysis · Full analysis span regression · 6 months rolling