-51.9%
TSLL vs ULTA
+44.4%
-96.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -2.6% | +10.5% | +9.3% |
| 7D | +5.8% | +0.7% | +5.1% | +5.2% |
| 30D | +21.7% | -2.8% | +24.5% | +23.0% |
| 3M | -28.2% | +18.7% | -46.9% | -35.9% |
| 6M | -29.5% | -15.0% | -14.4% | -23.7% |
| YTD | -47.5% | -9.2% | -38.3% | -46.0% |
| 1Y | -20.8% | +5.7% | -26.4% | -26.8% |
| 3Y | -26.7% | +32.8% | -59.5% | -48.3% |
| All | -51.9% | +44.4% | -96.3% | -76.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling