+41.8%
ULTA vs TMF
-88.0%
+129.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.3% | -1.3% |
| 7D | -1.8% | -0.9% | -0.9% | -1.8% |
| 30D | -1.2% | -1.0% | -0.3% | -1.2% |
| 3M | +13.4% | -11.3% | +24.7% | +13.9% |
| 6M | -15.6% | -22.7% | +7.1% | -14.9% |
| YTD | -10.4% | -17.3% | +6.9% | -9.8% |
| 1Y | +5.5% | -22.5% | +27.9% | +6.4% |
| 3Y | +31.0% | -43.2% | +74.2% | +32.3% |
| 5Y | +41.8% | -88.3% | +130.1% | +27.0% |
| All | +41.8% | -88.0% | +129.8% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling