-19.2%
TRI vs ULTA
+31.2%
-50.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.5% |
| 7D | -7.9% | -3.1% | -4.8% | -7.5% |
| 30D | -4.5% | +2.8% | -7.3% | -4.8% |
| 3M | +22.1% | +14.8% | +7.3% | +20.4% |
| 6M | -2.8% | -16.2% | +13.4% | -1.8% |
| YTD | -23.4% | -9.6% | -13.8% | -23.1% |
| 1Y | -41.5% | +4.8% | -46.3% | -42.1% |
| 3Y | -19.2% | +30.7% | -49.9% | -23.0% |
| All | -19.2% | +31.2% | -50.4% | -23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling