+1,865.6%
TSCO vs ULTA
+1,575.4%
+290.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -2.1% |
| 7D | -5.7% | -3.1% | -2.6% | -4.9% |
| 30D | -8.8% | +2.8% | -11.6% | -9.5% |
| 3M | +6.3% | +14.8% | -8.4% | +2.2% |
| 6M | -32.3% | -16.2% | -16.0% | -29.6% |
| YTD | -32.7% | -9.6% | -23.1% | -31.6% |
| 1Y | -43.7% | +4.8% | -48.4% | -45.2% |
| 3Y | -19.7% | +30.7% | -50.4% | -28.2% |
| 5Y | -11.6% | +45.9% | -57.5% | -24.0% |
| 10Y | +184.1% | +129.0% | +55.0% | +99.0% |
| All | +1,865.6% | +1,575.4% | +290.2% | +504.7% |
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