+30.0%
ULTA vs TLN
+602.5%
-572.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.8% | -5.4% | -2.9% |
| 7D | +0.7% | +10.9% | -10.3% | -0.2% |
| 30D | -2.8% | -6.3% | +3.5% | -2.4% |
| 3M | +18.7% | -10.7% | +29.4% | +19.2% |
| 6M | -15.0% | +1.6% | -16.6% | -15.9% |
| YTD | -9.2% | -13.1% | +3.9% | -9.1% |
| 1Y | +5.7% | -15.1% | +20.7% | +5.6% |
| 3Y | +32.8% | +495.0% | -462.3% | -8.8% |
| All | +30.0% | +602.5% | -572.4% | -10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling