+107.3%
CELH vs TSN
+368.6%
-261.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.0% | -5.5% | -6.2% |
| 7D | -11.7% | -7.3% | -4.4% | -10.0% |
| 30D | +1.6% | -8.6% | +10.2% | +3.9% |
| 3M | -2.0% | -7.5% | +5.6% | -0.1% |
| 6M | -36.2% | -14.1% | -22.0% | -34.0% |
| YTD | -39.6% | -9.4% | -30.1% | -38.5% |
| 1Y | -50.7% | -4.1% | -46.6% | -50.7% |
| 3Y | -58.9% | +10.3% | -69.2% | -60.7% |
| 5Y | -5.4% | -19.7% | +14.3% | -2.3% |
| 10Y | +3,848.6% | -7.0% | +3,855.6% | +3,669.8% |
| All | +107.3% | +368.6% | -261.3% | -48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling