-80.8%
TTD vs ULTA
+39.1%
-119.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.8% | +1.3% |
| 7D | -7.4% | -3.9% | -3.6% | -5.5% |
| 30D | +3.0% | -1.1% | +4.1% | +3.2% |
| 3M | -27.6% | +13.8% | -41.4% | -33.9% |
| 6M | -49.5% | -17.2% | -32.3% | -45.4% |
| YTD | -63.2% | -11.5% | -51.7% | -62.2% |
| 1Y | -69.7% | +3.9% | -73.6% | -72.2% |
| 3Y | -83.3% | +29.5% | -112.8% | -87.9% |
| 5Y | -80.8% | +42.9% | -123.7% | -88.2% |
| All | -80.8% | +39.1% | -119.9% | -88.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling