+45.9%
TEM vs ULTA
+35.5%
+10.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -3.3% |
| 7D | -9.2% | -3.9% | -5.3% | -6.6% |
| 30D | +5.5% | -1.1% | +6.5% | +5.9% |
| 3M | +18.7% | +13.8% | +4.9% | +7.3% |
| 6M | +15.4% | -17.2% | +32.6% | +30.1% |
| YTD | -0.5% | -11.5% | +10.9% | +5.0% |
| 1Y | -24.8% | +3.9% | -28.8% | -32.1% |
| All | +45.9% | +35.5% | +10.4% | +7.2% |
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