-59.1%
CELH vs TPG
+81.8%
-140.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.8% |
| 7D | -11.2% | -9.4% | -1.8% | -9.0% |
| 30D | -1.4% | -5.3% | +3.8% | -0.1% |
| 3M | -4.2% | +12.9% | -17.1% | -7.0% |
| 6M | -40.5% | +20.1% | -60.5% | -43.3% |
| YTD | -40.5% | -22.5% | -18.0% | -37.3% |
| 1Y | -53.0% | -19.7% | -33.3% | -51.1% |
| 3Y | -59.1% | +81.2% | -140.3% | -72.0% |
| All | -59.1% | +81.8% | -140.9% | -72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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