+1,014.4%
TMO vs ULTA
+1,575.4%
-561.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.8% |
| 7D | -0.6% | -3.1% | +2.4% | -0.1% |
| 30D | +1.1% | +2.8% | -1.7% | +0.6% |
| 3M | +28.3% | +14.8% | +13.6% | +25.3% |
| 6M | +23.3% | -16.2% | +39.5% | +26.3% |
| YTD | +5.5% | -9.6% | +15.1% | +6.7% |
| 1Y | +24.5% | +4.8% | +19.8% | +22.8% |
| 3Y | +19.6% | +30.7% | -11.1% | +12.0% |
| 5Y | +8.1% | +45.9% | -37.8% | -1.4% |
| 10Y | +336.7% | +129.0% | +207.7% | +249.3% |
| All | +1,014.4% | +1,575.4% | -561.1% | +445.8% |
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 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