+808.1%
TSEM vs LULU
+697.8%
+110.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -0.8% |
| 7D | +4.7% | -16.9% | +21.7% | +7.9% |
| 30D | -14.2% | -22.0% | +7.7% | -10.7% |
| 3M | -5.0% | -17.8% | +12.8% | -2.8% |
| 6M | +87.6% | -41.3% | +128.8% | +105.2% |
| YTD | +84.4% | -52.0% | +136.5% | +109.3% |
| 1Y | +235.4% | -39.8% | +275.2% | +261.0% |
| 3Y | +668.0% | -74.8% | +742.8% | +866.3% |
| 5Y | +644.7% | -76.3% | +721.0% | +823.1% |
| 10Y | +1,326.7% | +53.9% | +1,272.8% | +1,101.1% |
| All | +808.1% | +697.8% | +110.3% | +402.6% |
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 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