-17.3%
TEM vs ULTA
+6.6%
-23.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.3% | -0.5% |
| 7D | +0.9% | +9.0% | -8.1% | -1.9% |
| 30D | +38.4% | +4.6% | +33.8% | +36.4% |
| 3M | +23.7% | +22.0% | +1.7% | +16.2% |
| 6M | +26.0% | -14.7% | +40.7% | +30.2% |
| YTD | +9.4% | -6.8% | +16.2% | +9.1% |
| 1Y | -17.3% | +6.5% | -23.8% | -19.5% |
| All | -17.3% | +6.6% | -23.9% | -19.5% |
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 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