+2,087.8%
TJX vs CELH
+240.2%
+1,847.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.4% |
| 7D | -4.6% | -11.2% | +6.6% | -4.4% |
| 30D | -17.2% | -1.4% | -15.7% | -17.2% |
| 3M | -24.9% | -4.2% | -20.7% | -24.9% |
| 6M | -19.7% | -40.5% | +20.8% | -19.1% |
| YTD | -17.2% | -40.5% | +23.3% | -16.6% |
| 1Y | -9.4% | -53.0% | +43.6% | -8.5% |
| 3Y | +43.1% | -59.1% | +102.1% | +44.0% |
| 5Y | +96.7% | -10.7% | +107.4% | +94.0% |
| 10Y | +287.7% | +3,788.6% | -3,500.8% | +265.6% |
| All | +2,087.8% | +240.2% | +1,847.6% | +1,850.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling