+10.6%
TMO vs CELH
-10.8%
+21.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.9% |
| 7D | -0.6% | -11.2% | +10.6% | +0.6% |
| 30D | +1.1% | -1.4% | +2.6% | +1.2% |
| 3M | +28.3% | -4.2% | +32.5% | +28.0% |
| 6M | +23.3% | -40.5% | +63.7% | +29.2% |
| YTD | +5.5% | -40.5% | +45.9% | +10.2% |
| 1Y | +24.5% | -53.0% | +77.6% | +32.6% |
| 3Y | +19.6% | -59.1% | +78.6% | +24.9% |
| All | +10.6% | -10.8% | +21.4% | -9.5% |
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 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