+69.2%
ULTA vs TMF
-32.2%
+101.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.6% |
| 7D | +2.5% | -9.3% | +11.7% | +3.6% |
| 30D | +11.5% | +1.9% | +9.6% | +11.3% |
| 3M | +28.1% | -11.2% | +39.4% | +29.6% |
| 6M | +34.2% | -17.7% | +52.0% | +36.6% |
| YTD | +9.2% | -24.5% | +33.7% | +11.8% |
| 1Y | +23.7% | -29.4% | +53.2% | +27.2% |
| 3Y | +69.2% | -33.4% | +102.6% | +72.2% |
| All | +69.2% | -32.2% | +101.4% | +72.2% |
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