+774.1%
TEL vs ULTA
+1,560.4%
-786.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.2% | +0.2% |
| 7D | +1.2% | -1.8% | +3.0% | +1.7% |
| 30D | -4.1% | -1.2% | -2.9% | -4.0% |
| 3M | -2.6% | +13.4% | -16.0% | -6.2% |
| 6M | 0.0% | -15.6% | +15.6% | +3.6% |
| YTD | -9.1% | -10.4% | +1.4% | -7.4% |
| 1Y | -0.8% | +5.5% | -6.3% | -3.7% |
| 3Y | +67.4% | +31.0% | +36.4% | +49.3% |
| 5Y | +51.8% | +41.8% | +9.9% | +30.7% |
| 10Y | +299.4% | +127.0% | +172.5% | +184.4% |
| All | +774.1% | +1,560.4% | -786.3% | +182.4% |
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