+305.7%
TMUS vs ULTA
+127.6%
+178.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.1% |
| 7D | -5.8% | -3.9% | -1.9% | -5.2% |
| 30D | -0.2% | -1.1% | +0.8% | -0.2% |
| 3M | -4.0% | +13.8% | -17.8% | -6.1% |
| 6M | -18.1% | -17.2% | -0.9% | -16.1% |
| YTD | -11.3% | -11.5% | +0.1% | -10.3% |
| 1Y | -24.7% | +3.9% | -28.7% | -26.1% |
| 3Y | +35.4% | +29.5% | +5.9% | +24.9% |
| 5Y | +42.4% | +42.9% | -0.5% | +26.8% |
| All | +305.7% | +127.6% | +178.1% | +210.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling