+32.8%
ULTA vs TMF
-42.4%
+75.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | +0.7% | +1.0% | -0.3% | +0.6% |
| 30D | -2.8% | -1.8% | -1.0% | -2.7% |
| 3M | +18.7% | -8.2% | +26.9% | +19.5% |
| 6M | -15.0% | -19.5% | +4.5% | -13.7% |
| YTD | -9.2% | -16.0% | +6.7% | -8.1% |
| 1Y | +5.7% | -22.5% | +28.2% | +7.5% |
| 3Y | +32.8% | -42.3% | +75.0% | +35.2% |
| All | +32.8% | -42.4% | +75.1% | +35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling