+46.9%
ULTA vs TDY
+39.0%
+7.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +0.9% | +1.5% |
| 7D | -3.1% | -1.1% | -2.0% | -2.6% |
| 30D | +2.8% | -12.0% | +14.8% | +8.8% |
| 3M | +14.8% | -3.2% | +18.0% | +15.9% |
| 6M | -16.2% | -7.9% | -8.4% | -13.7% |
| YTD | -9.6% | +18.2% | -27.8% | -18.2% |
| 1Y | +4.8% | +6.7% | -1.9% | -0.3% |
| 3Y | +30.7% | +47.5% | -16.9% | +3.6% |
| All | +46.9% | +39.0% | +7.8% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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