+3,733.8%
CELH vs TTMI
+1,127.6%
+2,606.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.4% | -1.1% | +1.4% |
| 7D | -11.2% | +0.7% | -11.9% | -11.3% |
| 30D | -1.4% | -8.4% | +7.0% | -0.1% |
| 3M | -4.2% | -32.5% | +28.3% | +2.4% |
| 6M | -40.5% | +32.5% | -72.9% | -49.7% |
| YTD | -40.5% | +83.2% | -123.7% | -55.7% |
| 1Y | -53.0% | +161.7% | -214.7% | -69.5% |
| 3Y | -59.1% | +890.1% | -949.2% | -84.6% |
| 5Y | -10.7% | +832.4% | -843.2% | -66.7% |
| All | +3,733.8% | +1,127.6% | +2,606.2% | +1,197.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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