+84.4%
TSM vs ULTA
+6.6%
+77.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.6% | +2.8% |
| 7D | +2.7% | +9.0% | -6.3% | +2.4% |
| 30D | +3.6% | +4.6% | -1.0% | +3.6% |
| 3M | -3.4% | +22.0% | -25.3% | -4.5% |
| 6M | +20.6% | -14.7% | +35.3% | +23.6% |
| YTD | +41.9% | -6.8% | +48.6% | +44.1% |
| 1Y | +84.4% | +6.5% | +77.8% | +93.6% |
| All | +84.4% | +6.6% | +77.7% | +93.6% |
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 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