+25.8%
TMO vs CELH
-50.1%
+76.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.3% | -0.5% |
| 7D | -1.4% | -7.0% | +5.7% | -0.8% |
| 30D | +6.2% | +5.2% | +1.0% | +5.5% |
| 3M | +27.5% | +10.5% | +17.0% | +25.9% |
| 6M | +20.0% | -32.7% | +52.7% | +23.0% |
| YTD | +6.1% | -33.0% | +39.1% | +9.1% |
| 1Y | +25.8% | -49.5% | +75.4% | +30.7% |
| All | +25.8% | -50.1% | +76.0% | +30.7% |
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