+104.0%
TYL vs ULTA
+122.7%
-18.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.1% | -1.2% |
| 7D | -8.6% | -1.8% | -6.8% | -8.3% |
| 30D | +7.5% | -1.2% | +8.8% | +7.7% |
| 3M | +10.9% | +13.4% | -2.5% | +8.1% |
| 6M | -6.7% | -15.6% | +8.9% | -4.3% |
| YTD | -24.5% | -10.4% | -14.1% | -23.5% |
| 1Y | -38.6% | +5.5% | -44.1% | -39.9% |
| 3Y | -12.6% | +31.0% | -43.6% | -20.1% |
| 5Y | -28.2% | +41.8% | -70.1% | -35.8% |
| 10Y | +104.0% | +127.0% | -23.0% | +61.9% |
| All | +104.0% | +122.7% | -18.7% | +61.9% |
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 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