-6.2%
TSLL vs CELH
+21.5%
-27.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.2% | +7.7% | +8.5% |
| 7D | -14.3% | +10.8% | -25.1% | -19.3% |
| 30D | -6.2% | +16.1% | -22.3% | -14.5% |
| All | -6.2% | +21.5% | -27.7% | -14.5% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling