+1,762.4%
ULTA vs TXT
+26.6%
+1,735.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.9% |
| 7D | +0.7% | -0.2% | +0.9% | +0.7% |
| 30D | -2.8% | -11.1% | +8.2% | +1.5% |
| 3M | +18.7% | -13.0% | +31.7% | +24.4% |
| 6M | -15.0% | -16.2% | +1.2% | -9.9% |
| YTD | -9.2% | -8.7% | -0.5% | -7.1% |
| 1Y | +5.7% | -3.8% | +9.4% | +5.8% |
| 3Y | +32.8% | +5.5% | +27.2% | +26.6% |
| 5Y | +46.0% | +12.3% | +33.7% | +34.4% |
| 10Y | +125.5% | +97.4% | +28.1% | +59.1% |
| All | +1,762.4% | +26.6% | +1,735.8% | +1,779.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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