+446.6%
TMUS vs ULTA
+1,894.7%
-1,448.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | -0.4% |
| 7D | +6.5% | +0.2% | +6.3% | +6.5% |
| 30D | +11.3% | +12.4% | -1.2% | +8.6% |
| 3M | -2.9% | +22.4% | -25.3% | -7.0% |
| 6M | -10.5% | +28.9% | -39.4% | -15.4% |
| YTD | -14.4% | +7.6% | -22.0% | -16.6% |
| 1Y | -17.9% | +21.6% | -39.5% | -22.2% |
| 3Y | +21.9% | +67.0% | -45.2% | +4.9% |
| 5Y | +52.1% | +64.2% | -12.0% | +29.4% |
| 10Y | +242.4% | +172.5% | +69.8% | +139.0% |
| All | +446.6% | +1,894.7% | -1,448.1% | +111.1% |
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 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