+890.1%
TTMI vs LULU
-75.0%
+965.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.2% | +1.2% | +3.1% |
| 7D | +0.7% | -1.6% | +2.3% | +0.9% |
| 30D | -8.4% | -18.1% | +9.7% | -6.7% |
| 3M | -32.5% | -18.8% | -13.7% | -31.3% |
| 6M | +32.5% | -39.2% | +71.7% | +42.8% |
| YTD | +83.2% | -52.4% | +135.6% | +107.6% |
| 1Y | +161.7% | -40.3% | +202.0% | +179.3% |
| 3Y | +890.1% | -75.1% | +965.2% | +1,124.0% |
| All | +890.1% | -75.0% | +965.2% | +1,124.0% |
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