+125.6%
ULTA vs TCOM
-9.8%
+135.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.9% |
| 7D | -3.1% | -4.9% | +1.8% | -2.1% |
| 30D | +2.8% | -14.4% | +17.2% | +6.0% |
| 3M | +14.8% | -17.7% | +32.4% | +18.9% |
| 6M | -16.2% | -25.1% | +8.9% | -11.6% |
| YTD | -9.6% | -45.7% | +36.1% | +1.2% |
| 1Y | +4.8% | -47.9% | +52.6% | +18.2% |
| 3Y | +30.7% | +8.9% | +21.7% | +20.4% |
| 5Y | +45.9% | +26.9% | +19.0% | +20.2% |
| All | +125.6% | -9.8% | +135.4% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling