+95.1%
TECK vs ULTA
+1,560.4%
-1,465.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -0.9% | -1.8% |
| 7D | +4.9% | -1.8% | +6.7% | +5.5% |
| 30D | +5.2% | -1.2% | +6.4% | +5.4% |
| 3M | +13.8% | +13.4% | +0.4% | +8.2% |
| 6M | +38.5% | -15.6% | +54.1% | +45.0% |
| YTD | +47.3% | -10.4% | +57.8% | +50.8% |
| 1Y | +81.0% | +5.5% | +75.5% | +74.0% |
| 3Y | +79.9% | +31.0% | +48.9% | +53.8% |
| 5Y | +207.9% | +41.8% | +166.0% | +148.0% |
| 10Y | +389.5% | +127.0% | +262.5% | +204.0% |
| All | +95.1% | +1,560.4% | -1,465.3% | -58.8% |
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 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