+280.2%
TSM vs CELH
-10.8%
+291.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.9% |
| 7D | +1.0% | -11.2% | +12.2% | +2.6% |
| 30D | +1.0% | -1.4% | +2.4% | +0.9% |
| 3M | +2.9% | -4.2% | +7.0% | +2.3% |
| 6M | +22.8% | -40.5% | +63.3% | +30.2% |
| YTD | +43.3% | -40.5% | +83.8% | +51.3% |
| 1Y | +69.2% | -53.0% | +122.2% | +83.2% |
| 3Y | +404.5% | -59.1% | +463.6% | +437.6% |
| All | +280.2% | -10.8% | +291.0% | +202.5% |
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