-83.9%
TTD vs ULTA
+28.6%
-112.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.8% | +1.0% |
| 7D | -7.4% | -3.9% | -3.6% | -6.3% |
| 30D | +3.0% | -1.1% | +4.1% | +3.2% |
| 3M | -27.6% | +13.8% | -41.4% | -31.5% |
| 6M | -49.5% | -17.2% | -32.3% | -46.8% |
| YTD | -63.2% | -11.5% | -51.7% | -62.5% |
| 1Y | -69.7% | +3.9% | -73.6% | -71.3% |
| All | -83.9% | +28.6% | -112.4% | -87.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling