-52.1%
TSLL vs LULU
-64.2%
+12.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.6% | +9.3% | +10.0% |
| 7D | -14.3% | +4.4% | -18.7% | -16.6% |
| 30D | -6.2% | +19.1% | -25.2% | -16.2% |
| 3M | +21.2% | -12.5% | +33.7% | +29.3% |
| 6M | -36.6% | -14.2% | -22.4% | -32.0% |
| YTD | -47.8% | -45.8% | -1.9% | -26.4% |
| 1Y | -45.2% | -32.3% | -13.0% | -32.8% |
| 3Y | -3.3% | -72.3% | +69.1% | +86.3% |
| All | -52.1% | -64.2% | +12.0% | -25.3% |
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