+303.8%
TD vs ULTA
+132.3%
+171.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.2% |
| 7D | -0.5% | -3.1% | +2.5% | +0.1% |
| 30D | -1.9% | +2.8% | -4.7% | -2.7% |
| 3M | +4.8% | +14.8% | -10.0% | +1.2% |
| 6M | +28.0% | -16.2% | +44.2% | +31.9% |
| YTD | +30.3% | -9.6% | +39.9% | +31.8% |
| 1Y | +59.8% | +4.8% | +55.0% | +55.9% |
| 3Y | +124.7% | +30.7% | +94.0% | +101.9% |
| 5Y | +127.0% | +45.9% | +81.1% | +93.4% |
| All | +303.8% | +132.3% | +171.5% | +182.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 10y: compounded portfolio wealth divided by compounded ULTA 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…
10y analysis · Full analysis span regression · 6 months rolling