+365.8%
TTD vs CELH
+4,311.9%
-3,946.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.6% | +0.7% | -2.1% |
| 7D | +1.7% | -3.8% | +5.5% | +2.6% |
| 30D | +1.6% | +6.4% | -4.9% | 0.0% |
| 3M | -27.8% | +5.6% | -33.4% | -29.9% |
| 6M | -52.1% | -31.1% | -21.0% | -49.4% |
| YTD | -63.1% | -35.4% | -27.7% | -60.8% |
| 1Y | -73.1% | -46.9% | -26.2% | -70.5% |
| 3Y | -83.3% | -56.0% | -27.3% | -82.4% |
| 5Y | -80.6% | +1.2% | -81.8% | -84.4% |
| All | +365.8% | +4,311.9% | -3,946.2% | +150.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling