+41.6%
TXN vs CELH
-50.1%
+91.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.0% | +4.8% | +2.0% |
| 7D | -0.1% | -7.0% | +7.0% | +0.3% |
| 30D | -6.9% | +5.2% | -12.1% | -7.7% |
| 3M | -14.9% | +10.5% | -25.4% | -16.0% |
| 6M | +29.0% | -32.7% | +61.7% | +32.3% |
| YTD | +51.5% | -33.0% | +84.4% | +54.0% |
| 1Y | +41.6% | -49.5% | +91.1% | +48.2% |
| All | +41.6% | -50.1% | +91.7% | +48.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling