-5.8%
TDG vs ULTA
+27.7%
-33.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.3% | +0.2% |
| 7D | +7.1% | +6.7% | +0.4% | +6.1% |
| 30D | +11.4% | +21.7% | -10.4% | +8.7% |
| 3M | -4.6% | +21.5% | -26.0% | -6.9% |
| 6M | +5.8% | +27.5% | -21.7% | +2.3% |
| YTD | -8.5% | +9.2% | -17.7% | -10.3% |
| 1Y | -5.8% | +27.9% | -33.7% | -7.8% |
| All | -5.8% | +27.7% | -33.5% | -7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling