+76.5%
TXN vs CELH
-60.2%
+136.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.2% | +1.6% | +3.6% |
| 7D | +4.0% | -11.2% | +15.2% | +5.0% |
| 30D | -2.9% | -1.4% | -1.4% | -3.0% |
| 3M | -9.1% | -4.2% | -4.9% | -9.4% |
| 6M | +36.6% | -40.5% | +77.1% | +42.4% |
| YTD | +57.5% | -40.5% | +98.0% | +63.4% |
| 1Y | +49.5% | -53.0% | +102.5% | +58.2% |
| 3Y | +76.5% | -59.1% | +135.6% | +83.1% |
| All | +76.5% | -60.2% | +136.8% | +83.1% |
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 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