-80.8%
TTD vs CELH
-9.3%
-71.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.3% | +1.7% |
| 7D | -7.4% | -15.8% | +8.3% | -2.8% |
| 30D | +3.0% | -5.2% | +8.2% | +4.2% |
| 3M | -27.6% | -6.1% | -21.4% | -28.2% |
| 6M | -49.5% | -40.9% | -8.6% | -42.7% |
| YTD | -63.2% | -41.8% | -21.4% | -58.7% |
| 1Y | -69.7% | -52.6% | -17.1% | -64.5% |
| 3Y | -83.3% | -60.4% | -23.0% | -81.5% |
| 5Y | -80.8% | -12.6% | -68.2% | -91.1% |
| All | -80.8% | -9.3% | -71.5% | -91.1% |
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