+1,754.1%
ULTA vs TKO
+2,366.1%
-612.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.0% |
| 7D | -3.1% | +2.3% | -5.4% | -3.7% |
| 30D | +2.8% | -2.5% | +5.3% | +3.2% |
| 3M | +14.8% | -10.6% | +25.4% | +17.5% |
| 6M | -16.2% | -5.1% | -11.2% | -15.6% |
| YTD | -9.6% | -8.2% | -1.4% | -8.5% |
| 1Y | +4.8% | -4.4% | +9.2% | +4.9% |
| 3Y | +30.7% | +100.4% | -69.7% | +6.4% |
| 5Y | +45.9% | +294.3% | -248.4% | -2.0% |
| 10Y | +129.0% | +983.2% | -854.1% | +9.5% |
| All | +1,754.1% | +2,366.1% | -612.0% | +330.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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