+2.6%
ULTA vs TAP
-18.5%
+21.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -3.9% | -5.3% | +1.4% | -2.5% |
| 30D | -1.1% | -7.4% | +6.3% | +0.8% |
| 3M | +13.8% | -4.9% | +18.7% | +15.1% |
| 6M | -17.2% | -14.2% | -3.0% | -15.5% |
| YTD | -11.5% | -14.8% | +3.4% | -10.8% |
| All | +2.6% | -18.5% | +21.2% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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