+25.8%
TMO vs ULTA
+6.6%
+19.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.0% | -1.0% |
| 7D | -1.4% | +9.0% | -10.4% | -3.3% |
| 30D | +6.2% | +4.6% | +1.7% | +5.0% |
| 3M | +27.5% | +22.0% | +5.5% | +21.2% |
| 6M | +20.0% | -14.7% | +34.7% | +20.9% |
| YTD | +6.1% | -6.8% | +12.9% | +5.8% |
| 1Y | +25.8% | +6.5% | +19.3% | +23.0% |
| All | +25.8% | +6.6% | +19.2% | +23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling