+121.0%
ULTA vs TMF
-86.4%
+207.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | -1.3% |
| 7D | -3.9% | -4.8% | +0.9% | -4.1% |
| 30D | -1.1% | -4.9% | +3.8% | -1.3% |
| 3M | +13.8% | -13.4% | +27.2% | +13.0% |
| 6M | -17.2% | -23.0% | +5.8% | -18.4% |
| YTD | -11.5% | -20.2% | +8.7% | -12.4% |
| 1Y | +3.9% | -26.5% | +30.4% | +2.4% |
| 3Y | +29.5% | -45.2% | +74.6% | +26.0% |
| 5Y | +42.9% | -88.4% | +131.3% | +15.4% |
| All | +121.0% | -86.4% | +207.4% | +99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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