-2.4%
TJX vs CELH
-49.4%
+47.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.3% | -2.0% | -4.2% |
| 7D | -2.0% | +6.7% | -8.7% | -2.2% |
| 30D | +1.1% | +10.1% | -8.9% | +0.8% |
| 3M | -13.1% | +3.1% | -16.1% | -13.2% |
| 6M | -10.0% | -10.4% | +0.4% | -9.5% |
| YTD | -8.9% | -34.3% | +25.4% | -7.1% |
| 1Y | -2.4% | -49.9% | +47.5% | +0.5% |
| All | -2.4% | -49.4% | +47.0% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 1y: compounded portfolio wealth divided by compounded CELH 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…
1y analysis · Full analysis span regression · 6 months rolling