+441.6%
TPR vs ULTA
+1,628.6%
-1,187.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.5% |
| 7D | -2.3% | +9.0% | -11.3% | -5.5% |
| 30D | -23.0% | +4.6% | -27.5% | -24.3% |
| 3M | -12.5% | +22.0% | -34.4% | -19.2% |
| 6M | -21.4% | -14.7% | -6.7% | -17.4% |
| YTD | -3.5% | -6.8% | +3.2% | -2.0% |
| 1Y | +17.4% | +6.5% | +10.8% | +12.6% |
| 3Y | +291.3% | +35.6% | +255.6% | +232.1% |
| 5Y | +241.9% | +47.6% | +194.3% | +179.5% |
| 10Y | +322.7% | +128.9% | +193.8% | +182.4% |
| All | +441.6% | +1,628.6% | -1,187.0% | +25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling