+295.6%
TPR vs ULTA
+31.8%
+263.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.6% | -1.1% | -2.8% |
| 7D | -3.4% | +0.7% | -4.0% | -3.6% |
| 30D | -27.3% | -2.8% | -24.5% | -26.6% |
| 3M | -16.2% | +18.7% | -34.9% | -21.5% |
| 6M | -17.9% | -15.0% | -2.9% | -13.8% |
| YTD | -7.1% | -9.2% | +2.1% | -4.8% |
| 1Y | +13.6% | +5.7% | +8.0% | +9.4% |
| All | +295.6% | +31.8% | +263.8% | +224.6% |
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