+245.9%
ULTA vs TRU
+225.6%
+20.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -3.9% | -9.4% | +5.5% | -0.3% |
| 30D | -1.1% | -4.1% | +3.1% | +0.3% |
| 3M | +13.8% | +13.6% | +0.2% | +7.4% |
| 6M | -17.2% | +3.6% | -20.8% | -19.6% |
| YTD | -11.5% | -9.8% | -1.7% | -10.2% |
| 1Y | +3.9% | -13.6% | +17.6% | +6.4% |
| 3Y | +29.5% | -2.0% | +31.4% | +17.8% |
| 5Y | +42.9% | -35.8% | +78.7% | +57.6% |
| 10Y | +124.4% | +142.9% | -18.5% | +48.3% |
| All | +245.9% | +225.6% | +20.3% | +113.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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