-5.4%
CELH vs TT
+143.3%
-148.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.4% | -6.1% | -6.3% |
| 7D | -11.7% | +1.4% | -13.1% | -12.4% |
| 30D | +1.6% | -6.7% | +8.2% | +5.6% |
| 3M | -2.0% | -5.4% | +3.5% | +0.2% |
| 6M | -36.2% | +4.4% | -40.6% | -39.5% |
| YTD | -39.6% | +14.9% | -54.5% | -46.8% |
| 1Y | -50.7% | +9.3% | -59.9% | -55.3% |
| 3Y | -58.9% | +121.7% | -180.6% | -80.8% |
| 5Y | -5.4% | +148.2% | -153.5% | -64.6% |
| All | -5.4% | +143.3% | -148.6% | -64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 5y: compounded portfolio wealth divided by compounded TT 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…
5y analysis · Full analysis span regression · 6 months rolling