+1,030.3%
TRV vs ULTA
+1,575.4%
-545.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.1% | 0.0% | +1.7% |
| 7D | +1.9% | -3.1% | +5.0% | +2.6% |
| 30D | +1.7% | +2.8% | -1.1% | +1.0% |
| 3M | +23.9% | +14.8% | +9.1% | +20.2% |
| 6M | +26.3% | -16.2% | +42.5% | +29.7% |
| YTD | +30.8% | -9.6% | +40.4% | +32.1% |
| 1Y | +36.3% | +4.8% | +31.6% | +33.2% |
| 3Y | +145.0% | +30.7% | +114.3% | +123.2% |
| 5Y | +163.9% | +45.9% | +118.0% | +129.5% |
| 10Y | +305.8% | +129.0% | +176.8% | +202.0% |
| All | +1,030.3% | +1,575.4% | -545.1% | +328.7% |
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