+107.3%
CELH vs TTMI
+1,116.9%
-1,009.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.9% | -2.6% | -5.7% |
| 7D | -11.7% | +7.5% | -19.1% | -13.1% |
| 30D | +1.6% | -4.5% | +6.1% | +1.8% |
| 3M | -2.0% | -28.5% | +26.6% | +2.1% |
| 6M | -36.2% | +28.4% | -64.5% | -43.5% |
| YTD | -39.6% | +80.1% | -119.6% | -51.4% |
| 1Y | -50.7% | +161.0% | -211.7% | -64.2% |
| 3Y | -58.9% | +862.4% | -921.3% | -79.2% |
| 5Y | -5.4% | +812.9% | -818.3% | -52.2% |
| 10Y | +3,848.6% | +1,094.7% | +2,753.9% | +1,718.0% |
| All | +107.3% | +1,116.9% | -1,009.6% | -19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling