+307.1%
TPR vs ULTA
+127.6%
+179.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.5% |
| 7D | -5.1% | -3.9% | -1.3% | -3.2% |
| 30D | -27.6% | -1.1% | -26.5% | -27.2% |
| 3M | -17.5% | +13.8% | -31.2% | -23.2% |
| 6M | -21.3% | -17.2% | -4.1% | -14.7% |
| YTD | -8.5% | -11.5% | +3.0% | -4.3% |
| 1Y | +11.5% | +3.9% | +7.5% | +6.3% |
| 3Y | +288.0% | +29.5% | +258.6% | +212.2% |
| 5Y | +225.2% | +42.9% | +182.3% | +142.2% |
| All | +307.1% | +127.6% | +179.5% | +128.5% |
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