-49.5%
CELH vs TFC
+15.4%
-64.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.0% |
| 7D | -7.0% | +2.4% | -9.5% | -7.8% |
| 30D | +5.2% | -1.3% | +6.5% | +5.5% |
| 3M | +10.5% | +6.1% | +4.4% | +8.2% |
| 6M | -32.7% | +7.3% | -40.1% | -34.6% |
| YTD | -33.0% | +8.2% | -41.2% | -35.4% |
| 1Y | -49.5% | +14.4% | -64.0% | -49.4% |
| All | -49.5% | +15.4% | -64.9% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 1y: compounded portfolio wealth divided by compounded TFC 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…
1y analysis · Full analysis span regression · 6 months rolling