+97.2%
TJX vs ULTA
+44.7%
+52.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.8% |
| 7D | -4.6% | -3.1% | -1.5% | -3.9% |
| 30D | -17.2% | +2.8% | -20.0% | -17.9% |
| 3M | -24.9% | +14.8% | -39.7% | -27.7% |
| 6M | -19.7% | -16.2% | -3.4% | -16.8% |
| YTD | -17.2% | -9.6% | -7.6% | -16.0% |
| 1Y | -9.4% | +4.8% | -14.2% | -12.0% |
| 3Y | +43.1% | +30.7% | +12.4% | +26.4% |
| All | +97.2% | +44.7% | +52.5% | +51.4% |
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