-33.3%
TSLL vs ULTA
+38.5%
-71.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.3% | -13.1% | -12.6% |
| 7D | +1.9% | +9.0% | -7.1% | -3.0% |
| 30D | +17.8% | +4.6% | +13.2% | +14.3% |
| 3M | -37.0% | +22.0% | -59.0% | -44.9% |
| 6M | -37.7% | -14.7% | -23.0% | -32.0% |
| YTD | -51.4% | -6.8% | -44.6% | -50.5% |
| 1Y | -23.4% | +6.5% | -29.9% | -29.8% |
| All | -33.3% | +38.5% | -71.8% | -56.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling