+3,733.8%
CELH vs TFC
+98.7%
+3,635.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | -11.2% | -2.4% | -8.8% | -10.4% |
| 30D | -1.4% | -3.4% | +1.9% | -0.3% |
| 3M | -4.2% | +0.4% | -4.6% | -4.4% |
| 6M | -40.5% | +12.7% | -53.1% | -43.2% |
| YTD | -40.5% | +5.6% | -46.1% | -42.0% |
| 1Y | -53.0% | +16.0% | -69.0% | -55.8% |
| 3Y | -59.1% | +94.0% | -153.0% | -68.8% |
| 5Y | -10.7% | +16.2% | -26.9% | -18.7% |
| All | +3,733.8% | +98.7% | +3,635.1% | +3,072.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling