+14.0%
TFC vs LULU
-76.9%
+90.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.0% | -0.3% |
| 7D | -2.4% | -1.6% | -0.8% | -2.1% |
| 30D | -3.4% | -18.1% | +14.8% | +0.5% |
| 3M | +0.4% | -18.8% | +19.2% | +4.3% |
| 6M | +12.7% | -39.2% | +51.9% | +24.5% |
| YTD | +5.6% | -52.4% | +58.0% | +23.3% |
| 1Y | +16.0% | -40.3% | +56.3% | +27.8% |
| 3Y | +94.0% | -75.1% | +169.1% | +152.1% |
| All | +14.0% | -76.9% | +90.9% | +45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling