+3,650.7%
CELH vs TMF
-86.4%
+3,737.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.4% | -0.2% | -3.7% |
| 7D | -15.8% | -4.8% | -11.0% | -15.8% |
| 30D | -5.2% | -4.9% | -0.3% | -5.3% |
| 3M | -6.1% | -13.4% | +7.3% | -6.4% |
| 6M | -40.9% | -23.0% | -17.8% | -41.2% |
| YTD | -41.8% | -20.2% | -21.6% | -42.0% |
| 1Y | -52.6% | -26.5% | -26.2% | -52.9% |
| 3Y | -60.4% | -45.2% | -15.2% | -61.0% |
| 5Y | -12.6% | -88.4% | +75.8% | -28.5% |
| All | +3,650.7% | -86.4% | +3,737.2% | +2,779.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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