+606.9%
LULU vs TD
+667.4%
-60.5%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.7% |
| 7D | -1.6% | -0.5% | -1.1% | -1.3% |
| 30D | -18.1% | -1.9% | -16.2% | -17.0% |
| 3M | -18.8% | +4.8% | -23.5% | -21.8% |
| 6M | -39.2% | +28.0% | -67.2% | -49.3% |
| YTD | -52.4% | +30.3% | -82.7% | -60.8% |
| 1Y | -40.3% | +59.8% | -100.1% | -57.6% |
| 3Y | -75.1% | +124.7% | -199.8% | -86.4% |
| 5Y | -76.7% | +127.0% | -203.7% | -87.5% |
| 10Y | +52.7% | +303.2% | -250.5% | -50.0% |
| All | +606.9% | +667.4% | -60.5% | +17.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling