-59.9%
CELH vs TFC
+92.6%
-152.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.0% | -3.8% |
| 7D | -15.8% | -2.5% | -13.3% | -15.0% |
| 30D | -5.2% | -2.8% | -2.4% | -4.3% |
| 3M | -6.1% | +2.1% | -8.3% | -6.9% |
| 6M | -40.9% | +10.1% | -51.0% | -43.1% |
| YTD | -41.8% | +5.4% | -47.2% | -43.2% |
| 1Y | -52.6% | +16.3% | -69.0% | -55.5% |
| All | -59.9% | +92.6% | -152.5% | -71.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling