+45.9%
TEM vs LULU
-68.2%
+114.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.8% | -1.3% | -3.1% |
| 7D | -9.2% | -20.4% | +11.3% | -1.7% |
| 30D | +5.5% | -22.9% | +28.3% | +15.1% |
| 3M | +18.7% | -18.5% | +37.3% | +26.3% |
| 6M | +15.4% | -41.8% | +57.2% | +40.2% |
| YTD | -0.5% | -53.4% | +52.9% | +31.5% |
| 1Y | -24.8% | -40.9% | +16.0% | -10.6% |
| All | +45.9% | -68.2% | +114.2% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 LULU 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