+7,577.5%
TSM vs LULU
+697.8%
+6,879.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.5% | 0.0% |
| 7D | +4.8% | -16.9% | +21.7% | +8.9% |
| 30D | +4.0% | -22.0% | +26.0% | +9.4% |
| 3M | +2.0% | -17.8% | +19.8% | +5.4% |
| 6M | +25.5% | -41.3% | +66.8% | +40.2% |
| YTD | +44.0% | -52.0% | +96.0% | +68.5% |
| 1Y | +75.4% | -39.8% | +115.2% | +93.0% |
| 3Y | +406.7% | -74.8% | +481.6% | +563.1% |
| 5Y | +285.0% | -76.3% | +361.3% | +399.1% |
| 10Y | +1,815.4% | +53.9% | +1,761.5% | +1,434.1% |
| All | +7,577.5% | +697.8% | +6,879.8% | +2,647.9% |
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