+4,171.0%
CELH vs TMF
-81.8%
+4,252.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.4% | +1.0% | -3.5% |
| 7D | +6.2% | -8.2% | +14.3% | +6.1% |
| 30D | +14.2% | +5.3% | +8.8% | +14.2% |
| 3M | +15.5% | -8.5% | +23.9% | +15.4% |
| 6M | +7.7% | -17.2% | +24.9% | +7.4% |
| YTD | -30.3% | -23.4% | -6.9% | -30.6% |
| 1Y | -29.0% | -30.2% | +1.3% | -29.4% |
| 3Y | -44.5% | -32.9% | -11.6% | -44.7% |
| 5Y | +14.8% | -88.5% | +103.3% | -5.9% |
| All | +4,171.0% | -81.8% | +4,252.8% | +3,201.5% |
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