+180.8%
TYL vs ULTA
+178.8%
+2.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | +4.3% | +4.6% | -0.3% | +3.4% |
| 30D | +28.0% | +16.5% | +11.5% | +24.2% |
| 3M | +32.3% | +21.1% | +11.2% | +27.3% |
| 6M | +29.9% | +27.4% | +2.5% | +23.5% |
| YTD | -7.1% | +9.8% | -16.9% | -9.5% |
| 1Y | -9.2% | +28.6% | -37.8% | -14.5% |
| 3Y | +0.7% | +70.5% | -69.8% | -12.7% |
| 5Y | -21.1% | +69.8% | -90.8% | -31.8% |
| 10Y | +180.8% | +180.8% | 0.0% | +105.7% |
| All | +180.8% | +178.8% | +2.0% | +105.7% |
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