+16.0%
TFC vs ULTA
+39.1%
-23.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.6% |
| 7D | -2.5% | -3.9% | +1.4% | -1.5% |
| 30D | -2.8% | -1.1% | -1.8% | -2.7% |
| 3M | +2.1% | +13.8% | -11.6% | -1.7% |
| 6M | +10.1% | -17.2% | +27.4% | +14.7% |
| YTD | +5.4% | -11.5% | +16.9% | +7.7% |
| 1Y | +16.3% | +3.9% | +12.4% | +13.3% |
| 3Y | +95.9% | +29.5% | +66.4% | +71.5% |
| 5Y | +16.0% | +42.9% | -26.9% | -5.6% |
| All | +16.0% | +39.1% | -23.1% | -5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling