+46.9%
ULTA vs TW
+19.5%
+27.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.2% |
| 7D | -3.1% | -4.5% | +1.4% | -2.4% |
| 30D | +2.8% | -2.3% | +5.1% | +3.1% |
| 3M | +14.8% | +2.6% | +12.2% | +13.9% |
| 6M | -16.2% | -17.5% | +1.3% | -13.8% |
| YTD | -9.6% | -5.3% | -4.3% | -9.8% |
| 1Y | +4.8% | -14.8% | +19.5% | +6.9% |
| 3Y | +30.7% | +18.8% | +11.8% | +17.4% |
| All | +46.9% | +19.5% | +27.4% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 5y: compounded portfolio wealth divided by compounded TW 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…
5y analysis · Full analysis span regression · 6 months rolling