-3.3%
TSLL vs CELH
-45.1%
+41.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.2% | +7.7% | +10.1% |
| 7D | -14.3% | +10.8% | -25.1% | -16.2% |
| 30D | -6.2% | +16.1% | -22.3% | -9.4% |
| 3M | +21.2% | +19.5% | +1.7% | +15.6% |
| 6M | -36.6% | +2.8% | -39.4% | -38.0% |
| YTD | -47.8% | -27.4% | -20.3% | -45.3% |
| 1Y | -45.2% | -20.1% | -25.2% | -44.2% |
| 3Y | -3.3% | -42.9% | +39.6% | -6.0% |
| All | -3.3% | -45.1% | +41.8% | -6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling