-51.2%
LULU vs TAP
-14.5%
-36.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -0.2% | -17.2% | -17.3% |
| 7D | -16.7% | -2.3% | -14.4% | -16.2% |
| 30D | -18.5% | -2.1% | -16.4% | -18.0% |
| 3M | -19.5% | +6.6% | -26.1% | -20.0% |
| 6M | -41.9% | -11.5% | -30.4% | -41.3% |
| YTD | -51.6% | -10.3% | -41.3% | -51.8% |
| 1Y | -51.2% | -14.4% | -36.8% | -53.7% |
| All | -51.2% | -14.5% | -36.7% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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