-28.0%
TYL vs ULTA
+44.9%
-72.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.6% | -1.8% | -3.8% |
| 7D | -7.6% | +0.7% | -8.3% | -7.8% |
| 30D | +11.3% | -2.8% | +14.1% | +12.0% |
| 3M | +14.5% | +18.7% | -4.2% | +9.1% |
| 6M | -7.1% | -15.0% | +7.9% | -4.0% |
| YTD | -23.4% | -9.2% | -14.2% | -22.3% |
| 1Y | -38.6% | +5.7% | -44.2% | -40.5% |
| 3Y | -11.3% | +32.8% | -44.1% | -24.2% |
| 5Y | -28.0% | +46.0% | -73.9% | -44.3% |
| All | -28.0% | +44.9% | -72.8% | -44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling