+41.8%
TGT vs ULTA
+31.2%
+10.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.6% |
| 7D | -5.2% | -3.1% | -2.2% | -4.3% |
| 30D | +1.2% | +2.8% | -1.6% | +0.2% |
| 3M | +18.4% | +14.8% | +3.6% | +12.8% |
| 6M | +33.4% | -16.2% | +49.7% | +39.9% |
| YTD | +63.8% | -9.6% | +73.4% | +67.3% |
| 1Y | +77.2% | +4.8% | +72.4% | +70.9% |
| 3Y | +41.8% | +30.7% | +11.1% | +6.8% |
| All | +41.8% | +31.2% | +10.5% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling