+398.4%
TSM vs ULTA
+28.6%
+369.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.5% | -1.5% |
| 7D | +2.6% | -3.9% | +6.5% | +3.4% |
| 30D | +1.4% | -1.1% | +2.5% | +1.5% |
| 3M | +5.0% | +13.8% | -8.8% | +1.8% |
| 6M | +24.0% | -17.2% | +41.2% | +28.5% |
| YTD | +41.6% | -11.5% | +53.0% | +44.2% |
| 1Y | +66.2% | +3.9% | +62.3% | +62.3% |
| All | +398.4% | +28.6% | +369.9% | +342.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling