+1,779.8%
TSM vs LULU
+53.6%
+1,726.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -0.9% | +0.7% |
| 7D | +1.0% | -1.6% | +2.6% | +1.4% |
| 30D | +1.0% | -18.1% | +19.1% | +5.2% |
| 3M | +2.9% | -18.8% | +21.7% | +6.8% |
| 6M | +22.8% | -39.2% | +62.0% | +37.2% |
| YTD | +43.3% | -52.4% | +95.7% | +70.3% |
| 1Y | +69.2% | -40.3% | +109.5% | +87.8% |
| 3Y | +404.5% | -75.1% | +479.6% | +580.4% |
| 5Y | +282.2% | -76.7% | +358.9% | +407.5% |
| All | +1,779.8% | +53.6% | +1,726.1% | +1,830.3% |
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 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