+2,173.3%
TJX vs ULTA
+1,575.4%
+597.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.8% |
| 7D | -4.6% | -3.1% | -1.5% | -3.8% |
| 30D | -17.2% | +2.8% | -20.0% | -17.9% |
| 3M | -24.9% | +14.8% | -39.7% | -27.8% |
| 6M | -19.7% | -16.2% | -3.4% | -16.7% |
| YTD | -17.2% | -9.6% | -7.6% | -16.0% |
| 1Y | -9.4% | +4.8% | -14.2% | -11.8% |
| 3Y | +43.1% | +30.7% | +12.4% | +27.7% |
| 5Y | +96.7% | +45.9% | +50.8% | +67.8% |
| 10Y | +287.7% | +129.0% | +158.7% | +180.3% |
| All | +2,173.3% | +1,575.4% | +597.8% | +718.6% |
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