+2,842.9%
TYL vs ULTA
+1,938.1%
+904.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.7% | -1.2% |
| 7D | +3.5% | +4.3% | -0.8% | +2.6% |
| 30D | +26.9% | +16.6% | +10.3% | +23.0% |
| 3M | +33.8% | +17.7% | +16.1% | +29.3% |
| 6M | +28.8% | +27.5% | +1.3% | +22.2% |
| YTD | -7.9% | +9.9% | -17.8% | -10.4% |
| 1Y | -9.8% | +28.5% | -38.2% | -15.1% |
| 3Y | +1.2% | +71.1% | -69.9% | -12.6% |
| 5Y | -22.8% | +68.3% | -91.2% | -33.4% |
| 10Y | +168.8% | +181.4% | -12.6% | +94.0% |
| All | +2,842.9% | +1,938.1% | +904.8% | +1,062.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling