+29.4%
ULTA vs TLN
+574.4%
-544.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.1% |
| 7D | -3.1% | -1.3% | -1.7% | -3.0% |
| 30D | +2.8% | -14.3% | +17.1% | +4.0% |
| 3M | +14.8% | -9.3% | +24.1% | +15.1% |
| 6M | -16.2% | -1.1% | -15.1% | -16.9% |
| YTD | -9.6% | -16.6% | +6.9% | -9.2% |
| 1Y | +4.8% | -22.0% | +26.8% | +5.6% |
| 3Y | +30.7% | +470.2% | -439.5% | -9.9% |
| All | +29.4% | +574.4% | -544.9% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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