-55.4%
TSLL vs ULTA
+48.3%
-103.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.3% | -13.1% | -12.6% |
| 7D | +1.9% | +9.0% | -7.1% | -2.9% |
| 30D | +17.8% | +4.6% | +13.2% | +14.4% |
| 3M | -37.0% | +22.0% | -59.0% | -44.6% |
| 6M | -37.7% | -14.7% | -23.0% | -32.5% |
| YTD | -51.4% | -6.8% | -44.6% | -50.6% |
| 1Y | -23.4% | +6.5% | -29.9% | -29.4% |
| 3Y | -30.8% | +35.6% | -66.4% | -51.6% |
| All | -55.4% | +48.3% | -103.7% | -78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling