+88.6%
TGT vs ULTA
+27.7%
+60.9%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.1% | +1.6% | +4.4% |
| 7D | +9.5% | +6.7% | +2.8% | +7.3% |
| 30D | +6.6% | +21.7% | -15.1% | +0.6% |
| 3M | +11.0% | +21.5% | -10.5% | +4.6% |
| 6M | +29.9% | +27.5% | +2.3% | +20.1% |
| YTD | +71.4% | +9.2% | +62.2% | +64.2% |
| 1Y | +88.6% | +27.9% | +60.7% | +66.9% |
| All | +88.6% | +27.7% | +60.9% | +66.9% |
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