+50.0%
LULU vs TNA
+86.1%
-36.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.8% |
| 7D | -1.6% | -7.3% | +5.6% | +0.6% |
| 30D | -18.1% | -14.2% | -3.9% | -14.6% |
| 3M | -18.8% | -4.6% | -14.2% | -18.3% |
| 6M | -39.2% | +36.9% | -76.1% | -45.6% |
| YTD | -52.4% | +42.5% | -94.9% | -58.1% |
| 1Y | -40.3% | +45.8% | -86.1% | -48.4% |
| 3Y | -75.1% | +104.7% | -179.7% | -82.4% |
| 5Y | -76.7% | -21.7% | -55.0% | -80.3% |
| All | +50.0% | +86.1% | -36.1% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 10y: compounded portfolio wealth divided by compounded TNA 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…
10y analysis · Full analysis span regression · 6 months rolling