+4.8%
ULTA vs TENB
-0.2%
+5.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.0% | +8.1% | +2.1% |
| 7D | -3.1% | -12.1% | +9.0% | -2.9% |
| 30D | +2.8% | -18.6% | +21.4% | +3.1% |
| 3M | +14.8% | +12.1% | +2.7% | +13.4% |
| 6M | -16.2% | +46.8% | -63.0% | -19.2% |
| YTD | -9.6% | +28.0% | -37.6% | -11.4% |
| 1Y | +4.8% | -1.4% | +6.2% | +10.3% |
| All | +4.8% | -0.2% | +5.0% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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