+30.7%
ULTA vs TXG
+43.8%
-13.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.3% | -1.2% | +1.5% |
| 7D | -3.1% | +9.5% | -12.6% | -4.5% |
| 30D | +2.8% | +18.8% | -16.0% | -0.3% |
| 3M | +14.8% | +136.1% | -121.3% | -1.9% |
| 6M | -16.2% | +235.2% | -251.5% | -33.5% |
| YTD | -9.6% | +320.5% | -330.2% | -31.5% |
| 1Y | +4.8% | +425.2% | -420.4% | -25.0% |
| 3Y | +30.7% | +42.9% | -12.2% | +8.4% |
| All | +30.7% | +43.8% | -13.1% | +8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling