-51.9%
TSLL vs CELH
-11.3%
-40.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -3.6% | +11.5% | +8.9% |
| 7D | +5.8% | -3.8% | +9.6% | +7.1% |
| 30D | +21.7% | +6.4% | +15.3% | +18.9% |
| 3M | -28.2% | +5.6% | -33.8% | -30.5% |
| 6M | -29.5% | -31.1% | +1.7% | -22.9% |
| YTD | -47.5% | -35.4% | -12.2% | -42.3% |
| 1Y | -20.8% | -46.9% | +26.1% | -8.5% |
| 3Y | -26.7% | -56.0% | +29.3% | -18.2% |
| All | -51.9% | -11.3% | -40.6% | -67.7% |
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