+19.7%
TMO vs CELH
-49.4%
+69.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -4.0% |
| 7D | -4.5% | +6.7% | -11.2% | -5.0% |
| 30D | +3.1% | +10.1% | -7.0% | +2.3% |
| 3M | +17.2% | +3.1% | +14.2% | +16.5% |
| 6M | +45.3% | -10.4% | +55.7% | +45.7% |
| YTD | +17.1% | -34.3% | +51.5% | +20.4% |
| 1Y | +19.7% | -49.9% | +69.5% | +23.8% |
| All | +19.7% | -49.4% | +69.1% | +23.8% |
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