+491.2%
TPR vs ULTA
+1,919.6%
-1,428.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.4% |
| 7D | +6.4% | -0.2% | +6.7% | +6.5% |
| 30D | +13.8% | +16.1% | -2.4% | +7.3% |
| 3M | -16.6% | +21.7% | -38.4% | -22.8% |
| 6M | +0.7% | +28.7% | -28.1% | -9.2% |
| YTD | +5.3% | +8.9% | -3.6% | +0.6% |
| 1Y | +32.4% | +26.1% | +6.3% | +18.9% |
| 3Y | +406.4% | +69.1% | +337.3% | +294.4% |
| 5Y | +227.9% | +66.6% | +161.3% | +155.8% |
| 10Y | +371.7% | +175.9% | +195.8% | +194.6% |
| All | +491.2% | +1,919.6% | -1,428.3% | +28.3% |
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