+104.7%
TNA vs ULTA
+31.2%
+73.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | -0.3% |
| 7D | -7.3% | -3.1% | -4.2% | -5.3% |
| 30D | -14.2% | +2.8% | -17.0% | -16.2% |
| 3M | -4.6% | +14.8% | -19.3% | -14.2% |
| 6M | +36.9% | -16.2% | +53.1% | +52.2% |
| YTD | +42.5% | -9.6% | +52.2% | +49.9% |
| 1Y | +45.8% | +4.8% | +41.0% | +35.5% |
| 3Y | +104.7% | +30.7% | +74.0% | +21.2% |
| All | +104.7% | +31.2% | +73.4% | +21.2% |
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 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