+36.0%
TSM vs CELH
-47.2%
+83.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -2.3% |
| 7D | -10.0% | +9.9% | -19.9% | -10.4% |
| 30D | -18.5% | +11.7% | -30.3% | -19.0% |
| 3M | -4.9% | +4.1% | -9.0% | -5.4% |
| 6M | -1.0% | -8.4% | +7.4% | -0.2% |
| YTD | +31.3% | -32.8% | +64.0% | +36.9% |
| 1Y | +36.0% | -48.4% | +84.4% | +43.9% |
| All | +36.0% | -47.2% | +83.2% | +43.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling