-72.2%
TTD vs ULTA
+6.6%
-78.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.3% | -5.6% | -4.5% |
| 7D | +6.3% | +9.0% | -2.7% | +5.8% |
| 30D | -23.9% | +4.6% | -28.5% | -24.3% |
| 3M | -31.4% | +22.0% | -53.4% | -33.2% |
| 6M | -42.7% | -14.7% | -28.0% | -41.9% |
| YTD | -62.0% | -6.8% | -55.2% | -62.6% |
| 1Y | -72.2% | +6.5% | -78.7% | -73.6% |
| All | -72.2% | +6.6% | -78.8% | -73.6% |
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