+419.8%
TXN vs ULTA
+132.3%
+287.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.1% | +1.7% | +3.3% |
| 7D | +4.0% | -3.1% | +7.0% | +4.8% |
| 30D | -2.9% | +2.8% | -5.7% | -3.7% |
| 3M | -9.1% | +14.8% | -23.9% | -12.6% |
| 6M | +36.6% | -16.2% | +52.9% | +41.7% |
| YTD | +57.5% | -9.6% | +67.1% | +59.8% |
| 1Y | +49.5% | +4.8% | +44.8% | +45.6% |
| 3Y | +76.5% | +30.7% | +45.9% | +57.7% |
| 5Y | +62.4% | +45.9% | +16.5% | +38.3% |
| All | +419.8% | +132.3% | +287.5% | +270.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling