+14.4%
TFC vs ULTA
+6.6%
+7.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.1% |
| 7D | +2.4% | +9.0% | -6.6% | +1.2% |
| 30D | -1.3% | +4.6% | -5.9% | -1.9% |
| 3M | +6.1% | +22.0% | -15.9% | +2.5% |
| 6M | +7.3% | -14.7% | +22.0% | +9.7% |
| YTD | +8.2% | -6.8% | +15.0% | +9.4% |
| 1Y | +14.4% | +6.5% | +7.9% | +12.9% |
| All | +14.4% | +6.6% | +7.8% | +12.9% |
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