+10.6%
TMO vs ULTA
+44.7%
-34.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.6% |
| 7D | -0.6% | -3.1% | +2.4% | +0.1% |
| 30D | +1.1% | +2.8% | -1.7% | +0.3% |
| 3M | +28.3% | +14.8% | +13.6% | +23.8% |
| 6M | +23.3% | -16.2% | +39.5% | +27.5% |
| YTD | +5.5% | -9.6% | +15.1% | +7.0% |
| 1Y | +24.5% | +4.8% | +19.8% | +21.6% |
| 3Y | +19.6% | +30.7% | -11.1% | +6.6% |
| All | +10.6% | +44.7% | -34.1% | -6.7% |
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