+44.6%
ULTA vs TPG
+74.1%
-29.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.7% |
| 7D | -3.1% | -9.4% | +6.3% | -0.7% |
| 30D | +2.8% | -5.3% | +8.1% | +4.0% |
| 3M | +14.8% | +12.9% | +1.8% | +10.7% |
| 6M | -16.2% | +20.1% | -36.3% | -20.7% |
| YTD | -9.6% | -22.5% | +12.9% | -4.6% |
| 1Y | +4.8% | -19.7% | +24.5% | +9.0% |
| 3Y | +30.7% | +81.2% | -50.5% | +3.9% |
| All | +44.6% | +74.1% | -29.5% | +8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling