-49.5%
CELH vs TSLQ
-50.5%
+0.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +12.0% | -15.0% | -2.0% |
| 7D | -7.0% | -5.8% | -1.3% | -7.3% |
| 30D | +5.2% | -22.1% | +27.3% | +3.4% |
| 3M | +10.5% | +10.1% | +0.4% | +12.3% |
| 6M | -32.7% | -6.8% | -26.0% | -32.2% |
| YTD | -33.0% | +8.5% | -41.5% | -31.2% |
| 1Y | -49.5% | -49.7% | +0.2% | -48.5% |
| All | -49.5% | -50.5% | +0.9% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling