+407.0%
TSM vs CELH
-59.6%
+466.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.7% | -0.2% |
| 7D | +4.8% | -11.7% | +16.4% | +6.0% |
| 30D | +4.0% | +1.6% | +2.5% | +3.6% |
| 3M | +2.0% | -2.0% | +3.9% | +1.2% |
| 6M | +25.5% | -36.2% | +61.7% | +30.8% |
| YTD | +44.0% | -39.6% | +83.6% | +50.6% |
| 1Y | +75.4% | -50.7% | +126.1% | +86.6% |
| All | +407.0% | -59.6% | +466.6% | +464.0% |
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