-52.0%
TSLL vs LULU
-68.2%
+16.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | +1.8% |
| 7D | +5.1% | -16.9% | +22.1% | +17.3% |
| 30D | +20.0% | -22.0% | +41.9% | +38.5% |
| 3M | -23.8% | -17.8% | -5.9% | -15.3% |
| 6M | -30.3% | -41.3% | +11.0% | -5.3% |
| YTD | -47.7% | -52.0% | +4.4% | -20.0% |
| 1Y | -21.2% | -39.8% | +18.6% | +5.0% |
| 3Y | -26.9% | -74.8% | +48.0% | +50.8% |
| All | -52.0% | -68.2% | +16.2% | -18.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling