+175.4%
TFC vs LULU
+697.8%
-522.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | +0.2% |
| 7D | -1.3% | -16.9% | +15.6% | +3.4% |
| 30D | -2.3% | -22.0% | +19.6% | +4.0% |
| 3M | +2.5% | -17.8% | +20.3% | +7.2% |
| 6M | +9.5% | -41.3% | +50.7% | +25.3% |
| YTD | +5.1% | -52.0% | +57.1% | +27.1% |
| 1Y | +15.5% | -39.8% | +55.3% | +30.0% |
| 3Y | +95.2% | -74.8% | +170.0% | +169.6% |
| 5Y | +14.5% | -76.3% | +90.8% | +54.9% |
| 10Y | +97.2% | +53.9% | +43.3% | +39.8% |
| All | +175.4% | +697.8% | -522.3% | -28.1% |
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