-9.1%
TYL vs ULTA
+23.0%
-32.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.2% |
| 7D | +0.8% | +2.5% | -1.6% | +0.3% |
| 30D | +21.1% | +11.5% | +9.6% | +18.7% |
| 3M | +28.9% | +28.1% | +0.8% | +23.5% |
| 6M | +42.0% | +34.2% | +7.8% | +34.4% |
| YTD | -6.6% | +9.2% | -15.8% | -9.3% |
| 1Y | -9.1% | +23.7% | -32.8% | -12.7% |
| All | -9.1% | +23.0% | -32.1% | -12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling