+62.9%
TOST vs ULTA
+35.7%
+27.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.4% |
| 7D | -3.4% | +9.0% | -12.4% | -6.3% |
| 30D | -2.4% | +4.6% | -7.0% | -4.3% |
| 3M | +34.6% | +22.0% | +12.6% | +24.8% |
| 6M | +15.2% | -14.7% | +29.9% | +20.4% |
| YTD | -4.4% | -6.8% | +2.4% | -3.4% |
| 1Y | -17.4% | +6.5% | -24.0% | -21.0% |
| All | +62.9% | +35.7% | +27.2% | +23.0% |
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 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