+62.2%
TLT vs ULTA
+1,628.6%
-1,566.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.2% |
| 7D | -0.4% | +9.0% | -9.4% | 0.0% |
| 30D | -0.6% | +4.6% | -5.1% | -0.3% |
| 3M | -2.7% | +22.0% | -24.7% | -1.7% |
| 6M | -5.6% | -14.7% | +9.1% | -6.3% |
| YTD | -2.8% | -6.8% | +4.0% | -3.0% |
| 1Y | -1.4% | +6.5% | -8.0% | -0.9% |
| 3Y | -1.6% | +35.6% | -37.2% | +0.8% |
| 5Y | -33.8% | +47.6% | -81.5% | -31.4% |
| 10Y | -21.1% | +128.9% | -150.0% | -13.7% |
| All | +62.2% | +1,628.6% | -1,566.4% | +114.5% |
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