+330.4%
TSM vs CELH
-43.7%
+374.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.3% | -1.8% |
| 7D | +6.2% | +0.8% | +5.4% | +6.1% |
| 30D | -7.3% | +19.3% | -26.6% | -8.8% |
| 3M | -7.1% | +12.6% | -19.8% | -8.5% |
| 6M | +0.2% | +16.4% | -16.1% | -2.5% |
| YTD | +32.2% | -29.1% | +61.4% | +35.9% |
| 1Y | +42.8% | -26.3% | +69.1% | +45.9% |
| 3Y | +330.4% | -40.1% | +370.5% | +353.7% |
| All | +330.4% | -43.7% | +374.1% | +353.7% |
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 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