+592.0%
LULU vs TSN
+245.5%
+346.5%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.4% | -4.2% | -3.4% |
| 7D | -20.4% | +1.4% | -21.8% | -20.9% |
| 30D | -22.9% | -6.2% | -16.7% | -20.9% |
| 3M | -18.5% | -5.7% | -12.9% | -16.7% |
| 6M | -41.8% | -11.4% | -30.4% | -39.6% |
| YTD | -53.4% | -8.2% | -45.2% | -52.4% |
| 1Y | -40.9% | -2.0% | -38.9% | -41.5% |
| 3Y | -75.6% | +11.9% | -87.4% | -77.8% |
| 5Y | -77.2% | -17.8% | -59.5% | -76.8% |
| 10Y | +49.5% | -5.7% | +55.2% | +31.3% |
| All | +592.0% | +245.5% | +346.5% | +123.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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