-21.2%
TSLL vs ULTA
+5.2%
-26.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | 0.0% |
| 7D | +5.1% | -1.8% | +6.9% | +5.3% |
| 30D | +20.0% | -1.2% | +21.2% | +19.9% |
| 3M | -23.8% | +13.4% | -37.1% | -25.5% |
| 6M | -30.3% | -15.6% | -14.7% | -25.9% |
| YTD | -47.7% | -10.4% | -37.2% | -45.2% |
| 1Y | -21.2% | +5.5% | -26.6% | -19.9% |
| All | -21.2% | +5.2% | -26.4% | -19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling