+2,185.1%
TRGP vs ULTA
+1,483.1%
+702.0%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.4% | -0.5% |
| 7D | -0.7% | -1.8% | +1.1% | -0.1% |
| 30D | +9.5% | -1.2% | +10.7% | +9.7% |
| 3M | +10.8% | +13.4% | -2.6% | +5.3% |
| 6M | +25.3% | -15.6% | +41.0% | +30.4% |
| YTD | +60.3% | -10.4% | +70.7% | +62.6% |
| 1Y | +84.6% | +5.5% | +79.1% | +75.7% |
| 3Y | +264.4% | +31.0% | +233.4% | +203.3% |
| 5Y | +636.6% | +41.8% | +594.8% | +473.2% |
| 10Y | +848.9% | +127.0% | +721.9% | +481.1% |
| All | +2,185.1% | +1,483.1% | +702.0% | +769.6% |
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 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