+72.6%
TEL vs ULTA
+31.2%
+41.4%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.1% | +1.5% | +3.1% |
| 7D | +1.6% | -3.1% | +4.7% | +2.3% |
| 30D | -0.7% | +2.8% | -3.5% | -1.3% |
| 3M | +2.4% | +14.8% | -12.3% | -0.8% |
| 6M | +4.1% | -16.2% | +20.4% | +7.5% |
| YTD | -5.8% | -9.6% | +3.8% | -4.4% |
| 1Y | +0.9% | +4.8% | -3.9% | -1.3% |
| 3Y | +72.6% | +30.7% | +41.9% | +50.1% |
| All | +72.6% | +31.2% | +41.4% | +50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling