+376.4%
TTD vs CELH
+3,962.7%
-3,586.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.4% | +2.2% |
| 7D | -0.6% | -11.2% | +10.6% | +1.8% |
| 30D | +6.3% | -1.4% | +7.7% | +6.3% |
| 3M | -24.1% | -4.2% | -20.0% | -24.8% |
| 6M | -47.4% | -40.5% | -7.0% | -42.6% |
| YTD | -62.2% | -40.5% | -21.7% | -59.2% |
| 1Y | -68.3% | -53.0% | -15.3% | -64.4% |
| 3Y | -83.4% | -59.1% | -24.4% | -82.3% |
| 5Y | -80.3% | -10.7% | -69.6% | -83.8% |
| All | +376.4% | +3,962.7% | -3,586.3% | +160.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling