-21.2%
TMUS vs ULTA
+27.7%
-48.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.1% | -1.0% | +2.8% |
| 7D | +7.5% | +6.7% | +0.8% | +7.0% |
| 30D | -3.3% | +21.7% | -25.1% | -4.3% |
| 3M | -9.7% | +21.5% | -31.1% | -10.6% |
| 6M | -17.2% | +27.5% | -44.8% | -18.9% |
| YTD | -20.3% | +9.2% | -29.5% | -22.6% |
| 1Y | -21.2% | +27.9% | -49.1% | -25.1% |
| All | -21.2% | +27.7% | -48.9% | -25.1% |
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