+312.5%
TGT vs ULTA
+1,575.4%
-1,262.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.4% |
| 7D | -5.2% | -3.1% | -2.2% | -4.5% |
| 30D | +1.2% | +2.8% | -1.6% | +0.5% |
| 3M | +18.4% | +14.8% | +3.6% | +14.5% |
| 6M | +33.4% | -16.2% | +49.7% | +38.1% |
| YTD | +63.8% | -9.6% | +73.4% | +66.6% |
| 1Y | +77.2% | +4.8% | +72.4% | +73.5% |
| 3Y | +41.8% | +30.7% | +11.1% | +29.5% |
| 5Y | -25.5% | +45.9% | -71.4% | -33.8% |
| 10Y | +204.9% | +129.0% | +75.9% | +129.2% |
| All | +312.5% | +1,575.4% | -1,262.9% | +28.6% |
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 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