+93.7%
TFC vs LULU
-75.6%
+169.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.2% | +0.9% |
| 7D | -2.5% | -20.4% | +18.0% | +1.4% |
| 30D | -2.8% | -22.9% | +20.0% | +1.6% |
| 3M | +2.1% | -18.5% | +20.7% | +5.4% |
| 6M | +10.1% | -41.8% | +51.9% | +21.0% |
| YTD | +5.4% | -53.4% | +58.8% | +21.1% |
| 1Y | +16.3% | -40.9% | +57.2% | +26.7% |
| All | +93.7% | -75.6% | +169.3% | +133.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling