+3,640.8%
CELH vs TMF
-72.0%
+3,712.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.0% | +1.5% |
| 7D | +0.8% | -9.3% | +10.1% | -0.3% |
| 30D | +19.3% | +1.9% | +17.4% | +19.6% |
| 3M | +12.6% | -11.2% | +23.9% | +11.1% |
| 6M | +16.4% | -17.7% | +34.1% | +13.7% |
| YTD | -29.1% | -24.5% | -4.7% | -31.4% |
| 1Y | -26.3% | -29.4% | +3.1% | -29.3% |
| 3Y | -40.1% | -33.4% | -6.7% | -41.9% |
| 5Y | +16.7% | -88.7% | +105.4% | -16.5% |
| 10Y | +4,466.2% | -82.5% | +4,548.6% | +3,844.8% |
| All | +3,640.8% | -72.0% | +3,712.8% | +5,576.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling