+30.7%
ULTA vs TSLQ
-95.6%
+126.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.0% |
| 7D | -3.1% | -6.6% | +3.5% | -3.5% |
| 30D | +2.8% | -24.3% | +27.1% | +1.3% |
| 3M | +14.8% | -3.6% | +18.4% | +15.4% |
| 6M | -16.2% | -12.0% | -4.3% | -15.7% |
| YTD | -9.6% | +1.4% | -11.0% | -7.8% |
| 1Y | +4.8% | -43.6% | +48.3% | +3.5% |
| 3Y | +30.7% | -95.4% | +126.1% | +25.8% |
| All | +30.7% | -95.6% | +126.3% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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