+4.8%
ULTA vs TXG
+453.6%
-448.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.3% | -1.2% | +1.7% |
| 7D | -3.1% | +9.5% | -12.6% | -4.0% |
| 30D | +2.8% | +18.8% | -16.0% | +0.9% |
| 3M | +14.8% | +136.1% | -121.3% | +3.3% |
| 6M | -16.2% | +235.2% | -251.5% | -28.8% |
| YTD | -9.6% | +320.5% | -330.2% | -24.7% |
| 1Y | +4.8% | +425.2% | -420.4% | -14.5% |
| All | +4.8% | +453.6% | -448.8% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling