+379.4%
TTD vs CELH
+4,476.1%
-4,096.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.0% | -1.4% | -3.7% |
| 7D | +6.3% | -7.0% | +13.4% | +8.0% |
| 30D | -23.9% | +5.2% | -29.1% | -25.9% |
| 3M | -31.4% | +10.5% | -41.9% | -34.0% |
| 6M | -42.7% | -32.7% | -10.0% | -39.1% |
| YTD | -62.0% | -33.0% | -29.0% | -59.9% |
| 1Y | -72.2% | -49.5% | -22.7% | -69.2% |
| 3Y | -81.9% | -52.6% | -29.3% | -81.3% |
| 5Y | -81.5% | +5.2% | -86.8% | -85.3% |
| All | +379.4% | +4,476.1% | -4,096.7% | +155.3% |
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