+607.8%
TD vs ULTA
+1,583.0%
-975.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.4% |
| 7D | +0.9% | +0.7% | +0.2% | +0.7% |
| 30D | -0.7% | -2.8% | +2.2% | -0.3% |
| 3M | +6.3% | +18.7% | -12.4% | +2.1% |
| 6M | +27.9% | -15.0% | +42.9% | +31.2% |
| YTD | +29.8% | -9.2% | +39.0% | +31.1% |
| 1Y | +63.7% | +5.7% | +58.0% | +59.7% |
| 3Y | +128.3% | +32.8% | +95.6% | +106.8% |
| 5Y | +125.5% | +46.0% | +79.6% | +96.3% |
| 10Y | +296.7% | +125.5% | +171.2% | +193.9% |
| All | +607.8% | +1,583.0% | -975.2% | +151.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling