+57.9%
TLT vs ULTA
+1,924.4%
-1,866.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.4% |
| 7D | -3.1% | +2.5% | -5.6% | -3.0% |
| 30D | +1.0% | +11.5% | -10.5% | +1.6% |
| 3M | -2.7% | +28.1% | -30.9% | -1.5% |
| 6M | -4.1% | +34.2% | -38.4% | -2.7% |
| YTD | -5.4% | +9.2% | -14.6% | -4.8% |
| 1Y | -7.0% | +23.7% | -30.8% | -5.8% |
| 3Y | +2.8% | +69.2% | -66.3% | +6.5% |
| 5Y | -35.4% | +66.6% | -102.0% | -32.7% |
| 10Y | -13.1% | +176.6% | -189.7% | -4.0% |
| All | +57.9% | +1,924.4% | -1,866.5% | +110.4% |
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 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