+7,889.0%
CELH vs TNA
+913.2%
+6,975.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.0% | -0.6% | -2.9% |
| 7D | -15.8% | -7.6% | -8.2% | -14.1% |
| 30D | -5.2% | -13.6% | +8.4% | -1.8% |
| 3M | -6.1% | +2.8% | -9.0% | -7.1% |
| 6M | -40.9% | +34.5% | -75.4% | -46.0% |
| YTD | -41.8% | +41.0% | -82.8% | -47.7% |
| 1Y | -52.6% | +52.0% | -104.6% | -58.5% |
| 3Y | -60.4% | +103.5% | -163.8% | -70.3% |
| 5Y | -12.6% | -22.5% | +9.9% | -20.1% |
| 10Y | +3,704.3% | +81.9% | +3,622.4% | +2,625.2% |
| All | +7,889.0% | +913.2% | +6,975.9% | +4,200.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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