-48.9%
TSLL vs ULTA
+27.1%
-76.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.2% | +7.7% | +10.5% |
| 7D | -14.3% | +4.3% | -18.6% | -14.6% |
| 30D | -6.2% | +16.6% | -22.8% | -7.6% |
| 3M | +21.2% | +17.7% | +3.5% | +18.7% |
| 6M | -36.6% | +27.5% | -64.1% | -37.6% |
| YTD | -47.8% | +9.9% | -57.7% | -46.5% |
| All | -48.9% | +27.1% | -76.0% | -47.4% |
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