+1,754.1%
ULTA vs TCOM
+205.3%
+1,548.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.9% |
| 7D | -3.1% | -4.9% | +1.8% | -2.0% |
| 30D | +2.8% | -14.4% | +17.2% | +6.1% |
| 3M | +14.8% | -17.7% | +32.4% | +19.1% |
| 6M | -16.2% | -25.1% | +8.9% | -11.4% |
| YTD | -9.6% | -45.7% | +36.1% | +1.7% |
| 1Y | +4.8% | -47.9% | +52.6% | +18.8% |
| 3Y | +30.7% | +8.9% | +21.7% | +21.1% |
| 5Y | +45.9% | +26.9% | +19.0% | +21.5% |
| 10Y | +129.0% | -11.2% | +140.2% | +93.6% |
| All | +1,754.1% | +205.3% | +1,548.9% | +726.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling