-48.1%
TOST vs ULTA
+45.5%
-93.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -1.8% |
| 7D | -4.7% | -1.8% | -2.9% | -3.7% |
| 30D | -9.1% | -1.2% | -7.8% | -8.8% |
| 3M | +29.8% | +13.4% | +16.4% | +20.0% |
| 6M | +10.0% | -15.6% | +25.7% | +18.4% |
| YTD | -8.6% | -10.4% | +1.8% | -5.4% |
| 1Y | -20.7% | +5.5% | -26.1% | -26.0% |
| 3Y | +55.7% | +31.0% | +24.7% | +16.0% |
| All | -48.1% | +45.5% | -93.6% | -66.0% |
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 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