+188.6%
TECK vs ULTA
+44.7%
+143.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.3% |
| 7D | -3.8% | -3.1% | -0.8% | -3.1% |
| 30D | +0.7% | +2.8% | -2.1% | -0.1% |
| 3M | +4.6% | +14.8% | -10.2% | +0.6% |
| 6M | +25.1% | -16.2% | +41.3% | +30.0% |
| YTD | +39.2% | -9.6% | +48.8% | +41.6% |
| 1Y | +60.3% | +4.8% | +55.6% | +56.4% |
| 3Y | +62.9% | +30.7% | +32.2% | +42.5% |
| All | +188.6% | +44.7% | +143.9% | +129.5% |
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