+914.3%
TTMI vs ULTA
+1,560.4%
-646.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.3% | -2.6% | -3.6% |
| 7D | +7.5% | -1.8% | +9.3% | +8.0% |
| 30D | -4.5% | -1.2% | -3.2% | -4.5% |
| 3M | -28.5% | +13.4% | -41.9% | -31.6% |
| 6M | +28.4% | -15.6% | +44.0% | +32.8% |
| YTD | +80.1% | -10.4% | +90.5% | +83.0% |
| 1Y | +161.0% | +5.5% | +155.6% | +152.3% |
| 3Y | +862.4% | +31.0% | +831.5% | +749.4% |
| 5Y | +812.9% | +41.8% | +771.1% | +669.9% |
| 10Y | +1,094.7% | +127.0% | +967.7% | +690.7% |
| All | +914.3% | +1,560.4% | -646.1% | +133.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling