+45.1%
ULTA vs TPG
+75.2%
-30.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | -2.7% | -8.9% | +6.1% | -0.5% |
| 30D | +7.4% | -9.5% | +16.9% | +10.1% |
| 3M | +17.3% | +12.8% | +4.5% | +13.2% |
| 6M | +2.4% | +21.4% | -18.9% | -3.2% |
| YTD | -9.3% | -22.0% | +12.7% | -4.5% |
| 1Y | +6.6% | -18.1% | +24.8% | +10.4% |
| 3Y | +31.9% | +75.1% | -43.2% | +6.0% |
| All | +45.1% | +75.2% | -30.1% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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