+124.7%
TD vs ULTA
+31.2%
+93.5%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.5% |
| 7D | -0.5% | -3.1% | +2.5% | -0.2% |
| 30D | -1.9% | +2.8% | -4.7% | -2.2% |
| 3M | +4.8% | +14.8% | -10.0% | +3.1% |
| 6M | +28.0% | -16.2% | +44.2% | +30.2% |
| YTD | +30.3% | -9.6% | +39.9% | +31.3% |
| 1Y | +59.8% | +4.8% | +55.0% | +58.2% |
| 3Y | +124.7% | +30.7% | +94.0% | +107.0% |
| All | +124.7% | +31.2% | +93.5% | +107.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling