-50.0%
TE vs ULTA
+105.1%
-155.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.6% | -2.5% |
| 7D | +15.0% | -1.8% | +16.8% | +15.6% |
| 30D | -7.5% | -1.2% | -6.3% | -7.5% |
| 3M | -42.0% | +13.4% | -55.3% | -44.7% |
| 6M | -31.4% | -15.6% | -15.8% | -28.4% |
| YTD | -26.5% | -10.4% | -16.1% | -24.8% |
| 1Y | +153.1% | +5.5% | +147.6% | +146.3% |
| 3Y | -20.7% | +31.0% | -51.7% | -28.8% |
| 5Y | -45.4% | +41.8% | -87.3% | -51.7% |
| All | -50.0% | +105.1% | -155.1% | -56.4% |
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