-39.0%
CELH vs TMF
-28.1%
-10.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.7% | +0.7% |
| 7D | +7.4% | -3.4% | +10.8% | +7.9% |
| 30D | +16.4% | +11.5% | +4.9% | +14.8% |
| 3M | +17.6% | -4.5% | +22.1% | +18.2% |
| 6M | +7.8% | -15.0% | +22.8% | +9.4% |
| YTD | -27.8% | -19.9% | -7.9% | -26.4% |
| 1Y | -24.4% | -26.6% | +2.1% | -22.6% |
| All | -39.0% | -28.1% | -10.9% | -40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling