+1,124.0%
TTMI vs LULU
+53.6%
+1,070.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.2% | +1.2% | +2.9% |
| 7D | +0.7% | -1.6% | +2.3% | +1.1% |
| 30D | -8.4% | -18.1% | +9.7% | -5.3% |
| 3M | -32.5% | -18.8% | -13.7% | -30.6% |
| 6M | +32.5% | -39.2% | +71.7% | +46.2% |
| YTD | +83.2% | -52.4% | +135.6% | +114.5% |
| 1Y | +161.7% | -40.3% | +202.0% | +186.6% |
| 3Y | +890.1% | -75.1% | +965.2% | +1,215.3% |
| 5Y | +832.4% | -76.7% | +909.2% | +1,115.5% |
| All | +1,124.0% | +53.6% | +1,070.4% | +1,061.2% |
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