+1,199.2%
TNA vs ULTA
+7,026.6%
-5,827.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.1% |
| 7D | -7.6% | -3.9% | -3.7% | -4.5% |
| 30D | -13.6% | -1.1% | -12.6% | -13.6% |
| 3M | +2.8% | +13.8% | -11.0% | -9.0% |
| 6M | +34.5% | -17.2% | +51.7% | +52.4% |
| YTD | +41.0% | -11.5% | +52.5% | +51.0% |
| 1Y | +52.0% | +3.9% | +48.1% | +40.4% |
| 3Y | +103.5% | +29.5% | +74.0% | +51.1% |
| 5Y | -22.5% | +42.9% | -65.4% | -44.2% |
| 10Y | +81.9% | +124.4% | -42.5% | -4.7% |
| All | +1,199.2% | +7,026.6% | -5,827.5% | -67.9% |
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