+911.5%
TT vs ULTA
+127.6%
+783.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.2% | -0.7% |
| 7D | -1.0% | -3.9% | +2.9% | 0.0% |
| 30D | -8.9% | -1.1% | -7.8% | -8.8% |
| 3M | -1.8% | +13.8% | -15.6% | -5.6% |
| 6M | +1.9% | -17.2% | +19.1% | +6.0% |
| YTD | +13.8% | -11.5% | +25.3% | +16.1% |
| 1Y | +6.1% | +3.9% | +2.2% | +3.1% |
| 3Y | +119.6% | +29.5% | +90.1% | +93.8% |
| 5Y | +145.9% | +42.9% | +103.0% | +106.7% |
| All | +911.5% | +127.6% | +783.9% | +597.3% |
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 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