+25.3%
TRGP vs ULTA
-14.4%
+39.8%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.4% | -1.1% |
| 7D | -0.7% | -1.8% | +1.1% | -0.9% |
| 30D | +9.5% | -1.2% | +10.7% | +8.7% |
| 3M | +10.8% | +13.4% | -2.6% | +12.1% |
| 6M | +25.3% | -15.6% | +41.0% | +25.0% |
| All | +25.3% | -14.4% | +39.8% | +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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling