-47.2%
TSLL vs LULU
-66.7%
+19.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.8% | +6.1% | +5.0% |
| 7D | +33.0% | -6.5% | +39.5% | +38.0% |
| 30D | +7.7% | +10.7% | -3.0% | +0.1% |
| 3M | +34.7% | -13.6% | +48.3% | +44.4% |
| 6M | -31.5% | -16.5% | -15.0% | -25.5% |
| YTD | -42.4% | -49.7% | +7.4% | -15.4% |
| 1Y | -39.7% | -38.9% | -0.8% | -21.6% |
| 3Y | +3.4% | -74.7% | +78.1% | +109.6% |
| All | -47.2% | -66.7% | +19.6% | -14.1% |
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 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