-55.4%
TSLL vs CELH
-8.0%
-47.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -3.0% | -8.8% | -10.9% |
| 7D | +1.9% | -7.0% | +8.9% | +4.1% |
| 30D | +17.8% | +5.2% | +12.6% | +14.5% |
| 3M | -37.0% | +10.5% | -47.5% | -39.8% |
| 6M | -37.7% | -32.7% | -5.0% | -31.3% |
| YTD | -51.4% | -33.0% | -18.4% | -47.0% |
| 1Y | -23.4% | -49.5% | +26.2% | -9.8% |
| 3Y | -30.8% | -52.6% | +21.9% | -24.9% |
| All | -55.4% | -8.0% | -47.4% | -70.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling