+56.4%
ULTA vs TLN
+710.8%
-654.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.8% | +4.2% | +1.7% |
| 7D | +2.5% | +11.0% | -8.6% | +1.7% |
| 30D | +11.5% | +4.9% | +6.6% | +11.0% |
| 3M | +28.1% | +4.9% | +23.2% | +27.1% |
| 6M | +34.2% | +7.1% | +27.1% | +32.4% |
| YTD | +9.2% | +0.3% | +8.9% | +7.7% |
| 1Y | +23.7% | +5.9% | +17.8% | +21.1% |
| 3Y | +69.2% | +578.5% | -509.3% | +14.5% |
| All | +56.4% | +710.8% | -654.4% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling