-68.3%
TTD vs ULTA
+5.8%
-74.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.6% | +2.5% |
| 7D | -0.6% | -3.1% | +2.5% | -0.4% |
| 30D | +6.3% | +2.8% | +3.5% | +6.0% |
| 3M | -24.1% | +14.8% | -38.9% | -25.9% |
| 6M | -47.4% | -16.2% | -31.2% | -46.6% |
| YTD | -62.2% | -9.6% | -52.6% | -62.8% |
| 1Y | -68.3% | +4.8% | -73.1% | -69.9% |
| All | -68.3% | +5.8% | -74.1% | -69.9% |
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 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