+1,230.8%
TXN vs ULTA
+1,541.3%
-310.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | +0.1% | -0.8% |
| 7D | +2.0% | -3.9% | +5.8% | +2.8% |
| 30D | -8.0% | -1.1% | -6.9% | -7.9% |
| 3M | -7.8% | +13.8% | -21.5% | -10.5% |
| 6M | +32.4% | -17.2% | +49.7% | +36.7% |
| YTD | +51.7% | -11.5% | +63.2% | +54.2% |
| 1Y | +44.3% | +3.9% | +40.4% | +41.5% |
| 3Y | +71.3% | +29.5% | +41.8% | +57.4% |
| 5Y | +56.4% | +42.9% | +13.5% | +39.0% |
| 10Y | +410.2% | +124.4% | +285.9% | +289.5% |
| All | +1,230.8% | +1,541.3% | -310.5% | +447.9% |
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