+266.9%
CELH vs TEL
+707.4%
-440.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.2% | -6.3% | -6.4% |
| 7D | -11.7% | +1.2% | -12.9% | -12.1% |
| 30D | +1.6% | -4.1% | +5.7% | +3.2% |
| 3M | -2.0% | -2.6% | +0.6% | -1.2% |
| 6M | -36.2% | 0.0% | -36.2% | -37.1% |
| YTD | -39.6% | -9.1% | -30.5% | -38.3% |
| 1Y | -50.7% | -0.8% | -49.8% | -51.3% |
| 3Y | -58.9% | +67.4% | -126.2% | -67.6% |
| 5Y | -5.4% | +51.8% | -57.1% | -21.1% |
| 10Y | +3,848.6% | +299.4% | +3,549.1% | +2,365.7% |
| All | +266.9% | +707.4% | -440.5% | +101.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling