+38.5%
TNA vs ULTA
+27.7%
+10.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.1% | +0.3% | +2.6% |
| 7D | +2.4% | +6.7% | -4.3% | -0.4% |
| 30D | -0.9% | +21.7% | -22.6% | -9.0% |
| 3M | -19.2% | +21.5% | -40.7% | -25.7% |
| 6M | -0.8% | +27.5% | -28.4% | -10.8% |
| YTD | +33.2% | +9.2% | +24.0% | +28.7% |
| 1Y | +38.5% | +27.9% | +10.6% | +24.0% |
| All | +38.5% | +27.7% | +10.8% | +24.0% |
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 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