+1.5%
TT vs ULTA
+23.0%
-21.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.5% |
| 7D | +4.0% | +2.5% | +1.6% | +3.9% |
| 30D | -11.3% | +11.5% | -22.8% | -11.6% |
| 3M | -12.3% | +28.1% | -40.4% | -13.4% |
| 6M | -10.8% | +34.2% | -45.1% | -12.4% |
| YTD | +8.2% | +9.2% | -1.0% | +8.6% |
| 1Y | +1.5% | +23.7% | -22.3% | +1.5% |
| All | +1.5% | +23.0% | -21.5% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling