+1,779.8%
TSM vs ULTA
+132.3%
+1,647.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +0.7% |
| 7D | +1.0% | -3.1% | +4.1% | +1.7% |
| 30D | +1.0% | +2.8% | -1.8% | +0.1% |
| 3M | +2.9% | +14.8% | -11.9% | -1.0% |
| 6M | +22.8% | -16.2% | +39.0% | +26.9% |
| YTD | +43.3% | -9.6% | +52.9% | +45.1% |
| 1Y | +69.2% | +4.8% | +64.4% | +64.5% |
| 3Y | +404.5% | +30.7% | +373.8% | +351.2% |
| 5Y | +282.2% | +45.9% | +236.3% | +228.1% |
| All | +1,779.8% | +132.3% | +1,647.5% | +1,300.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling