+112.0%
TECK vs ULTA
+6.6%
+105.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.2% |
| 7D | -0.3% | +9.0% | -9.4% | -1.7% |
| 30D | +4.6% | +4.6% | 0.0% | +3.9% |
| 3M | +2.8% | +22.0% | -19.1% | -0.5% |
| 6M | +24.9% | -14.7% | +39.6% | +28.2% |
| YTD | +44.7% | -6.8% | +51.5% | +48.0% |
| 1Y | +112.0% | +6.5% | +105.4% | +116.9% |
| All | +112.0% | +6.6% | +105.3% | +116.9% |
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 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