+736.3%
TT vs ULTA
+174.9%
+561.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.8% |
| 7D | +4.0% | +2.5% | +1.6% | +3.4% |
| 30D | -11.3% | +11.5% | -22.8% | -14.0% |
| 3M | -12.3% | +28.1% | -40.4% | -18.1% |
| 6M | -10.8% | +34.2% | -45.1% | -18.2% |
| YTD | +8.2% | +9.2% | -1.0% | +4.2% |
| 1Y | +1.5% | +23.7% | -22.3% | -5.9% |
| 3Y | +91.5% | +69.2% | +22.3% | +56.7% |
| 5Y | +130.2% | +66.6% | +63.6% | +85.9% |
| All | +736.3% | +174.9% | +561.4% | +441.9% |
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