-5.2%
TJX vs CELH
-50.1%
+44.9%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | 0.0% |
| 7D | -2.2% | -7.0% | +4.8% | -2.1% |
| 30D | -17.1% | +5.2% | -22.3% | -17.3% |
| 3M | -16.5% | +10.5% | -27.0% | -16.9% |
| 6M | -17.8% | -32.7% | +14.9% | -16.5% |
| YTD | -13.2% | -33.0% | +19.8% | -11.8% |
| 1Y | -5.2% | -49.5% | +44.3% | -4.5% |
| All | -5.2% | -50.1% | +44.9% | -4.5% |
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