-10.5%
TEM vs ULTA
+27.7%
-38.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.1% | -6.9% | -4.1% |
| 7D | -1.3% | +6.7% | -8.0% | -3.4% |
| 30D | -9.5% | +21.7% | -31.2% | -15.4% |
| 3M | +60.7% | +21.5% | +39.2% | +50.4% |
| 6M | +35.5% | +27.5% | +7.9% | +25.3% |
| YTD | +28.0% | +9.2% | +18.8% | +20.0% |
| 1Y | -10.5% | +27.9% | -38.4% | -21.5% |
| All | -10.5% | +27.7% | -38.2% | -21.5% |
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