+368.2%
TSN vs ULTA
+1,560.4%
-1,192.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.8% |
| 7D | -7.3% | -1.8% | -5.5% | -7.0% |
| 30D | -8.6% | -1.2% | -7.4% | -8.6% |
| 3M | -7.5% | +13.4% | -20.9% | -10.1% |
| 6M | -14.1% | -15.6% | +1.5% | -12.0% |
| YTD | -9.4% | -10.4% | +1.0% | -8.5% |
| 1Y | -4.1% | +5.5% | -9.5% | -6.4% |
| 3Y | +10.3% | +31.0% | -20.6% | +0.4% |
| 5Y | -19.7% | +41.8% | -61.5% | -29.6% |
| 10Y | -7.0% | +127.0% | -134.0% | -30.9% |
| All | +368.2% | +1,560.4% | -1,192.2% | +65.3% |
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 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