+185.1%
TFC vs ULTA
+1,583.0%
-1,397.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -1.3% |
| 7D | +2.2% | +0.7% | +1.6% | +2.0% |
| 30D | -2.5% | -2.8% | +0.3% | -1.8% |
| 3M | +4.5% | +18.7% | -14.1% | -1.5% |
| 6M | +11.0% | -15.0% | +26.0% | +15.3% |
| YTD | +5.9% | -9.2% | +15.1% | +7.6% |
| 1Y | +14.6% | +5.7% | +8.9% | +10.4% |
| 3Y | +96.7% | +32.8% | +64.0% | +70.3% |
| 5Y | +15.6% | +46.0% | -30.4% | -5.2% |
| 10Y | +98.6% | +125.5% | -26.9% | +31.7% |
| All | +185.1% | +1,583.0% | -1,397.8% | -35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling