+30.7%
ULTA vs TPG
+81.8%
-51.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.7% |
| 7D | -3.1% | -9.4% | +6.3% | -1.0% |
| 30D | +2.8% | -5.3% | +8.1% | +3.9% |
| 3M | +14.8% | +12.9% | +1.8% | +11.2% |
| 6M | -16.2% | +20.1% | -36.3% | -20.1% |
| YTD | -9.6% | -22.5% | +12.9% | -4.9% |
| 1Y | +4.8% | -19.7% | +24.5% | +8.8% |
| 3Y | +30.7% | +81.2% | -50.5% | +6.6% |
| All | +30.7% | +81.8% | -51.1% | +6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling