-34.9%
TLT vs ULTA
+44.0%
-78.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.8% | -0.5% |
| 7D | -0.3% | -1.8% | +1.5% | -0.2% |
| 30D | 0.0% | -1.2% | +1.2% | 0.0% |
| 3M | -2.9% | +13.4% | -16.3% | -3.2% |
| 6M | -6.3% | -15.6% | +9.4% | -6.0% |
| YTD | -3.3% | -10.4% | +7.1% | -3.3% |
| 1Y | -4.2% | +5.5% | -9.7% | -4.5% |
| 3Y | -1.7% | +31.0% | -32.6% | -2.8% |
| 5Y | -34.9% | +41.8% | -76.7% | -34.8% |
| All | -34.9% | +44.0% | -78.9% | -34.8% |
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 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