+1,871.2%
TT vs ULTA
+1,628.6%
+242.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.4% | +0.5% |
| 7D | 0.0% | +9.0% | -9.0% | -2.2% |
| 30D | -7.2% | +4.6% | -11.7% | -8.4% |
| 3M | -3.0% | +22.0% | -24.9% | -8.2% |
| 6M | +1.4% | -14.7% | +16.1% | +4.5% |
| YTD | +15.9% | -6.8% | +22.7% | +16.6% |
| 1Y | +9.4% | +6.5% | +2.9% | +5.8% |
| 3Y | +124.4% | +35.6% | +88.8% | +97.6% |
| 5Y | +138.0% | +47.6% | +90.4% | +101.6% |
| 10Y | +886.4% | +128.9% | +757.5% | +587.0% |
| All | +1,871.2% | +1,628.6% | +242.6% | +476.4% |
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