+42.9%
ULTA vs TAP
-2.6%
+45.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -3.9% | -5.3% | +1.4% | -2.3% |
| 30D | -1.1% | -7.4% | +6.3% | +1.1% |
| 3M | +13.8% | -4.9% | +18.7% | +15.4% |
| 6M | -17.2% | -14.2% | -3.0% | -13.8% |
| YTD | -11.5% | -14.8% | +3.4% | -8.2% |
| 1Y | +3.9% | -18.1% | +22.0% | +8.7% |
| 3Y | +29.5% | -32.7% | +62.2% | +42.5% |
| 5Y | +42.9% | -0.5% | +43.4% | +33.7% |
| All | +42.9% | -2.6% | +45.5% | +33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling