+305.7%
TMUS vs CELH
+3,704.3%
-3,398.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.6% | +0.1% |
| 7D | -5.8% | -15.8% | +10.0% | -4.7% |
| 30D | -0.2% | -5.2% | +5.0% | +0.1% |
| 3M | -4.0% | -6.1% | +2.2% | -4.0% |
| 6M | -18.1% | -40.9% | +22.7% | -15.7% |
| YTD | -11.3% | -41.8% | +30.4% | -8.9% |
| 1Y | -24.7% | -52.6% | +27.9% | -21.9% |
| 3Y | +35.4% | -60.4% | +95.8% | +38.8% |
| 5Y | +42.4% | -12.6% | +55.1% | +30.8% |
| All | +305.7% | +3,704.3% | -3,398.6% | +179.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling