-6.8%
TSN vs ULTA
+132.3%
-139.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.6% |
| 7D | +3.0% | -3.1% | +6.1% | +3.7% |
| 30D | -4.2% | +2.8% | -7.0% | -4.9% |
| 3M | -3.9% | +14.8% | -18.7% | -6.9% |
| 6M | -9.8% | -16.2% | +6.4% | -7.3% |
| YTD | -7.3% | -9.6% | +2.4% | -6.4% |
| 1Y | -2.2% | +4.8% | -7.0% | -4.8% |
| 3Y | +11.9% | +30.7% | -18.8% | +0.6% |
| 5Y | -16.9% | +45.9% | -62.8% | -29.3% |
| All | -6.8% | +132.3% | -139.1% | -36.8% |
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