+97.2%
TJX vs CELH
-10.8%
+108.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.5% |
| 7D | -4.6% | -11.2% | +6.6% | -3.5% |
| 30D | -17.2% | -1.4% | -15.7% | -17.2% |
| 3M | -24.9% | -4.2% | -20.7% | -25.1% |
| 6M | -19.7% | -40.5% | +20.8% | -16.1% |
| YTD | -17.2% | -40.5% | +23.3% | -13.8% |
| 1Y | -9.4% | -53.0% | +43.6% | -4.0% |
| 3Y | +43.1% | -59.1% | +102.1% | +48.7% |
| All | +97.2% | -10.8% | +108.0% | +57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling