-83.9%
TTD vs CELH
-61.1%
-22.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.3% | +0.9% |
| 7D | -7.4% | -15.8% | +8.3% | -6.2% |
| 30D | +3.0% | -5.2% | +8.2% | +3.3% |
| 3M | -27.6% | -6.1% | -21.4% | -27.3% |
| 6M | -49.5% | -40.9% | -8.6% | -47.3% |
| YTD | -63.2% | -41.8% | -21.4% | -61.7% |
| 1Y | -69.7% | -52.6% | -17.1% | -68.0% |
| All | -83.9% | -61.1% | -22.8% | -82.2% |
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