-59.1%
CELH vs TSLQ
-95.6%
+36.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.1% |
| 7D | -11.2% | -6.6% | -4.6% | -11.7% |
| 30D | -1.4% | -24.3% | +22.9% | -3.3% |
| 3M | -4.2% | -3.6% | -0.5% | -3.3% |
| 6M | -40.5% | -12.0% | -28.5% | -39.9% |
| YTD | -40.5% | +1.4% | -41.9% | -39.0% |
| 1Y | -53.0% | -43.6% | -9.4% | -53.3% |
| 3Y | -59.1% | -95.4% | +36.3% | -61.4% |
| All | -59.1% | -95.6% | +36.5% | -61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling