+76.5%
TNA vs ULTA
+132.3%
-55.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | -0.8% |
| 7D | -7.3% | -3.1% | -4.2% | -4.6% |
| 30D | -14.2% | +2.8% | -17.0% | -17.0% |
| 3M | -4.6% | +14.8% | -19.3% | -17.4% |
| 6M | +36.9% | -16.2% | +53.1% | +55.2% |
| YTD | +42.5% | -9.6% | +52.2% | +50.4% |
| 1Y | +45.8% | +4.8% | +41.0% | +31.7% |
| 3Y | +104.7% | +30.7% | +74.0% | +42.2% |
| 5Y | -21.7% | +45.9% | -67.6% | -49.0% |
| All | +76.5% | +132.3% | -55.8% | -16.2% |
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