+132.3%
TT vs LULU
-76.8%
+209.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.6% | -1.6% |
| 7D | +4.0% | -4.6% | +8.7% | +5.0% |
| 30D | -11.3% | +12.3% | -23.6% | -13.6% |
| 3M | -12.3% | -11.6% | -0.7% | -10.9% |
| 6M | -10.8% | -12.8% | +2.0% | -9.7% |
| YTD | +8.2% | -49.2% | +57.3% | +23.0% |
| 1Y | +1.5% | -37.7% | +39.2% | +9.4% |
| 3Y | +91.5% | -74.7% | +166.1% | +149.1% |
| All | +132.3% | -76.8% | +209.2% | +193.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling