+95.6%
TFC vs ULTA
+132.3%
-36.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -1.9% | -0.6% |
| 7D | -2.4% | -3.1% | +0.7% | -1.4% |
| 30D | -3.4% | +2.8% | -6.2% | -4.5% |
| 3M | +0.4% | +14.8% | -14.3% | -4.9% |
| 6M | +12.7% | -16.2% | +28.9% | +18.2% |
| YTD | +5.6% | -9.6% | +15.2% | +7.7% |
| 1Y | +16.0% | +4.8% | +11.3% | +11.6% |
| 3Y | +94.0% | +30.7% | +63.3% | +64.8% |
| 5Y | +16.2% | +45.9% | -29.7% | -8.6% |
| All | +95.6% | +132.3% | -36.7% | +20.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling