+234.9%
TPR vs ULTA
+65.2%
+169.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.9% |
| 7D | -0.3% | +2.5% | -2.8% | -1.4% |
| 30D | +15.1% | +11.5% | +3.6% | +9.3% |
| 3M | +3.5% | +28.1% | -24.6% | -8.3% |
| 6M | +0.4% | +34.2% | -33.8% | -13.2% |
| YTD | +4.6% | +9.2% | -4.6% | -1.4% |
| 1Y | +33.1% | +23.7% | +9.4% | +17.3% |
| 3Y | +396.0% | +69.2% | +326.8% | +247.7% |
| All | +234.9% | +65.2% | +169.8% | +123.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling