+785.8%
TSEM vs ULTA
+1,560.4%
-774.6%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.1% | -1.2% |
| 7D | +4.7% | -1.8% | +6.5% | +5.1% |
| 30D | -14.2% | -1.2% | -13.0% | -14.2% |
| 3M | -5.0% | +13.4% | -18.4% | -8.0% |
| 6M | +87.6% | -15.6% | +103.2% | +92.9% |
| YTD | +84.4% | -10.4% | +94.9% | +87.0% |
| 1Y | +235.4% | +5.5% | +230.0% | +227.3% |
| 3Y | +668.0% | +31.0% | +637.0% | +599.7% |
| 5Y | +644.7% | +41.8% | +602.9% | +554.4% |
| 10Y | +1,326.7% | +127.0% | +1,199.7% | +959.3% |
| All | +785.8% | +1,560.4% | -774.6% | +264.0% |
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 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