-56.8%
TSLL vs ULTA
+69.5%
-126.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.8% | +9.4% | +9.1% |
| 7D | -21.2% | +0.7% | -21.9% | -21.5% |
| 30D | -13.3% | +18.2% | -31.5% | -21.3% |
| 3M | +15.4% | +19.7% | -4.3% | +3.5% |
| 6M | -34.2% | +20.5% | -54.7% | -41.7% |
| YTD | -52.9% | +6.6% | -59.5% | -55.8% |
| 1Y | -54.3% | +26.5% | -80.8% | -62.2% |
| 3Y | -18.4% | +67.0% | -85.4% | -49.5% |
| All | -56.8% | +69.5% | -126.3% | -80.7% |
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