-59.9%
CELH vs TTMI
+844.7%
-904.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.1% | -3.5% |
| 7D | -15.8% | +6.0% | -21.8% | -16.3% |
| 30D | -5.2% | -6.4% | +1.2% | -4.8% |
| 3M | -6.1% | -28.9% | +22.8% | -3.9% |
| 6M | -40.9% | +26.9% | -67.7% | -46.5% |
| YTD | -41.8% | +77.3% | -119.1% | -51.5% |
| 1Y | -52.6% | +147.5% | -200.1% | -63.5% |
| All | -59.9% | +844.7% | -904.7% | -78.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling