+33.0%
TMUS vs ULTA
+30.1%
+2.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -2.3% |
| 7D | -5.3% | -1.8% | -3.5% | -5.2% |
| 30D | +0.1% | -1.2% | +1.3% | +0.1% |
| 3M | -0.6% | +13.4% | -14.0% | -1.3% |
| 6M | -17.5% | -15.6% | -1.9% | -17.4% |
| YTD | -11.3% | -10.4% | -0.8% | -11.3% |
| 1Y | -25.4% | +5.5% | -30.8% | -26.1% |
| All | +33.0% | +30.1% | +2.9% | +27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling