+480.1%
TMUS vs ULTA
+1,628.6%
-1,148.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.3% | -4.7% | -3.7% |
| 7D | +0.1% | +9.0% | -8.9% | -1.7% |
| 30D | +5.3% | +4.6% | +0.7% | +4.1% |
| 3M | +3.1% | +22.0% | -18.8% | -1.2% |
| 6M | -16.5% | -14.7% | -1.8% | -14.4% |
| YTD | -9.2% | -6.8% | -2.4% | -8.8% |
| 1Y | -26.5% | +6.5% | -33.0% | -28.5% |
| 3Y | +39.0% | +35.6% | +3.4% | +25.1% |
| 5Y | +40.4% | +47.6% | -7.3% | +21.7% |
| 10Y | +303.7% | +128.9% | +174.8% | +191.9% |
| All | +480.1% | +1,628.6% | -1,148.5% | +130.9% |
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