-38.6%
TYL vs ULTA
+5.2%
-43.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.1% | -1.3% |
| 7D | -8.6% | -1.8% | -6.8% | -8.3% |
| 30D | +7.5% | -1.2% | +8.8% | +7.6% |
| 3M | +10.9% | +13.4% | -2.5% | +8.4% |
| 6M | -6.7% | -15.6% | +8.9% | -5.9% |
| YTD | -24.5% | -10.4% | -14.1% | -24.2% |
| 1Y | -38.6% | +5.5% | -44.1% | -39.2% |
| All | -38.6% | +5.2% | -43.9% | -39.2% |
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