+7,277.7%
TSM vs CELH
+269.5%
+7,008.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.6% | +5.9% | +2.4% |
| 7D | +6.0% | -3.8% | +9.8% | +6.1% |
| 30D | +4.5% | +6.4% | -1.9% | +4.3% |
| 3M | +3.1% | +5.6% | -2.5% | +2.8% |
| 6M | +30.2% | -31.1% | +61.3% | +31.1% |
| YTD | +45.2% | -35.4% | +80.6% | +46.3% |
| 1Y | +79.6% | -46.9% | +126.4% | +81.6% |
| 3Y | +411.0% | -56.0% | +467.0% | +415.4% |
| 5Y | +290.7% | +1.2% | +289.5% | +283.7% |
| 10Y | +1,753.6% | +4,043.9% | -2,290.3% | +1,614.2% |
| All | +7,277.7% | +269.5% | +7,008.2% | +6,132.6% |
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