+829.0%
TTMI vs ULTA
+44.7%
+784.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.1% | +1.3% | +2.8% |
| 7D | +0.7% | -3.1% | +3.7% | +1.4% |
| 30D | -8.4% | +2.8% | -11.2% | -9.3% |
| 3M | -32.5% | +14.8% | -47.2% | -35.2% |
| 6M | +32.5% | -16.2% | +48.7% | +37.9% |
| YTD | +83.2% | -9.6% | +92.9% | +86.5% |
| 1Y | +161.7% | +4.8% | +156.9% | +154.5% |
| 3Y | +890.1% | +30.7% | +859.4% | +767.2% |
| All | +829.0% | +44.7% | +784.4% | +652.1% |
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