+124.3%
TDG vs ULTA
+44.7%
+79.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +0.7% |
| 7D | -1.9% | -3.1% | +1.2% | -1.2% |
| 30D | -7.7% | +2.8% | -10.5% | -8.4% |
| 3M | -9.3% | +14.8% | -24.1% | -12.5% |
| 6M | -9.4% | -16.2% | +6.8% | -6.3% |
| YTD | -14.3% | -9.6% | -4.6% | -13.1% |
| 1Y | -11.8% | +4.8% | -16.6% | -14.2% |
| 3Y | +52.0% | +30.7% | +21.3% | +33.6% |
| All | +124.3% | +44.7% | +79.6% | +78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling