+365.8%
TTD vs LULU
+57.5%
+308.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.6% | -5.4% | -4.3% |
| 7D | +1.7% | -12.6% | +14.3% | +8.7% |
| 30D | +1.6% | -19.7% | +21.3% | +13.5% |
| 3M | -27.8% | -12.2% | -15.6% | -24.1% |
| 6M | -52.1% | -39.3% | -12.8% | -38.5% |
| YTD | -63.1% | -50.3% | -12.7% | -47.0% |
| 1Y | -73.1% | -38.6% | -34.4% | -66.3% |
| 3Y | -83.3% | -74.0% | -9.3% | -68.4% |
| 5Y | -80.6% | -72.9% | -7.7% | -64.3% |
| All | +365.8% | +57.5% | +308.2% | +463.6% |
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