-5.4%
CELH vs TMF
-88.0%
+82.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.7% | -4.8% | -6.3% |
| 7D | -11.7% | -0.9% | -10.8% | -11.6% |
| 30D | +1.6% | -1.0% | +2.6% | +1.7% |
| 3M | -2.0% | -11.3% | +9.3% | -0.7% |
| 6M | -36.2% | -22.7% | -13.5% | -34.5% |
| YTD | -39.6% | -17.3% | -22.2% | -38.4% |
| 1Y | -50.7% | -22.5% | -28.2% | -49.5% |
| 3Y | -58.9% | -43.2% | -15.7% | -57.6% |
| 5Y | -5.4% | -88.3% | +82.9% | -10.3% |
| All | -5.4% | -88.0% | +82.6% | -10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling