+121.7%
CELH vs TFC
+150.3%
-28.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.1% | -1.5% | -3.2% |
| 7D | -3.8% | +2.2% | -6.0% | -4.1% |
| 30D | +6.4% | -2.5% | +8.9% | +6.9% |
| 3M | +5.6% | +4.5% | +1.0% | +4.7% |
| 6M | -31.1% | +11.0% | -42.1% | -32.5% |
| YTD | -35.4% | +5.9% | -41.3% | -36.2% |
| 1Y | -46.9% | +14.6% | -61.4% | -48.3% |
| 3Y | -56.0% | +96.7% | -152.7% | -61.3% |
| 5Y | +1.2% | +15.6% | -14.3% | -3.3% |
| 10Y | +4,043.9% | +98.6% | +3,945.3% | +3,582.7% |
| All | +121.7% | +150.3% | -28.6% | +192.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling