+17.1%
TEM vs ULTA
-14.4%
+31.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.3% | -3.3% | -4.2% |
| 7D | -1.1% | -1.8% | +0.7% | -0.4% |
| 30D | +11.3% | -1.2% | +12.5% | +12.0% |
| 3M | +25.5% | +13.4% | +12.1% | +21.0% |
| 6M | +17.1% | -15.6% | +32.8% | +19.4% |
| All | +17.1% | -14.4% | +31.6% | +19.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling