+26.3%
TRV vs ULTA
-15.4%
+41.7%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.1% | 0.0% | +1.9% |
| 7D | +1.9% | -3.1% | +5.0% | +2.1% |
| 30D | +1.7% | +2.8% | -1.1% | +1.5% |
| 3M | +23.9% | +14.8% | +9.1% | +22.4% |
| 6M | +26.3% | -16.2% | +42.5% | +24.8% |
| All | +26.3% | -15.4% | +41.7% | +24.8% |
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