-30.3%
LULU vs TMF
-23.9%
-6.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.5% | +2.3% | +3.9% |
| 7D | +6.5% | +4.0% | +2.5% | +5.0% |
| 30D | +20.3% | +19.5% | +0.9% | +13.9% |
| 3M | -8.9% | -3.5% | -5.4% | -8.9% |
| 6M | -13.1% | -10.6% | -2.5% | -11.7% |
| YTD | -46.1% | -17.1% | -29.0% | -43.7% |
| 1Y | -30.3% | -24.3% | -6.0% | -28.9% |
| All | -30.3% | -23.9% | -6.4% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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