+3,733.8%
CELH vs TSN
-4.9%
+3,738.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.9% |
| 7D | -11.2% | +3.0% | -14.3% | -12.1% |
| 30D | -1.4% | -4.2% | +2.7% | -0.2% |
| 3M | -4.2% | -3.9% | -0.3% | -3.2% |
| 6M | -40.5% | -9.8% | -30.6% | -39.1% |
| YTD | -40.5% | -7.3% | -33.2% | -39.7% |
| 1Y | -53.0% | -2.2% | -50.8% | -53.4% |
| 3Y | -59.1% | +11.9% | -70.9% | -61.6% |
| 5Y | -10.7% | -16.9% | +6.2% | -7.8% |
| All | +3,733.8% | -4.9% | +3,738.7% | +3,168.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling