+21.3%
TFC vs LULU
-31.7%
+53.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.8% | -1.8% | +2.2% |
| 7D | +5.1% | +6.5% | -1.4% | +4.0% |
| 30D | +9.8% | +20.3% | -10.5% | +6.6% |
| 3M | -2.4% | -8.9% | +6.5% | -1.7% |
| 6M | +4.9% | -13.1% | +18.0% | +6.3% |
| YTD | +6.6% | -46.1% | +52.6% | +17.2% |
| 1Y | +21.3% | -30.3% | +51.6% | +24.4% |
| All | +21.3% | -31.7% | +53.0% | +24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling