-83.9%
TTD vs LULU
-75.6%
-8.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.5% | +1.6% |
| 7D | -7.4% | -20.4% | +13.0% | -0.6% |
| 30D | +3.0% | -22.9% | +25.9% | +11.7% |
| 3M | -27.6% | -18.5% | -9.0% | -23.4% |
| 6M | -49.5% | -41.8% | -7.7% | -40.4% |
| YTD | -63.2% | -53.4% | -9.8% | -53.2% |
| 1Y | -69.7% | -40.9% | -28.8% | -64.8% |
| All | -83.9% | -75.6% | -8.3% | -77.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling