-52.1%
TSLL vs ULTA
+74.9%
-127.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.2% | +7.7% | +9.2% |
| 7D | -14.3% | +4.3% | -18.6% | -16.1% |
| 30D | -6.2% | +16.6% | -22.8% | -14.0% |
| 3M | +21.2% | +17.7% | +3.5% | +9.9% |
| 6M | -36.6% | +27.5% | -64.1% | -45.5% |
| YTD | -47.8% | +9.9% | -57.7% | -51.7% |
| 1Y | -45.2% | +28.5% | -73.7% | -54.9% |
| 3Y | -3.3% | +71.1% | -74.3% | -40.9% |
| All | -52.1% | +74.9% | -127.0% | -78.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling