-51.2%
LULU vs TD
+64.8%
-116.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -1.4% | -16.0% | -16.6% |
| 7D | -16.7% | +0.3% | -17.0% | -16.6% |
| 30D | -18.5% | +0.4% | -18.9% | -18.6% |
| 3M | -19.5% | +7.6% | -27.1% | -24.0% |
| 6M | -41.9% | +25.0% | -66.9% | -52.0% |
| YTD | -51.6% | +31.0% | -82.6% | -61.5% |
| 1Y | -51.2% | +65.2% | -116.4% | -68.9% |
| All | -51.2% | +64.8% | -116.0% | -68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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