+1,465.9%
LULU vs TMF
-68.9%
+1,534.7%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | -12.6% | +1.0% | -13.5% | -12.4% |
| 30D | -19.7% | -1.8% | -17.9% | -19.9% |
| 3M | -12.2% | -8.2% | -4.0% | -13.0% |
| 6M | -39.3% | -19.5% | -19.8% | -40.8% |
| YTD | -50.3% | -16.0% | -34.4% | -51.3% |
| 1Y | -38.6% | -22.5% | -16.1% | -40.3% |
| 3Y | -74.0% | -42.3% | -31.7% | -75.1% |
| 5Y | -72.9% | -87.7% | +14.8% | -79.2% |
| 10Y | +56.2% | -86.5% | +142.7% | +32.5% |
| All | +1,465.9% | -68.9% | +1,534.7% | +1,933.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling