-1.4%
LOW vs TE
-16.5%
+15.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -3.5% | +11.0% | +7.5% |
| 7D | +15.6% | +3.8% | +11.8% | +15.7% |
| 30D | +28.6% | -26.2% | +54.8% | +28.4% |
| 3M | +5.8% | -49.7% | +55.6% | +5.4% |
| 6M | +3.8% | -46.5% | +50.3% | +2.7% |
| YTD | -2.8% | -59.1% | +56.3% | -3.5% |
| 1Y | -1.4% | -25.8% | +24.4% | -2.5% |
| All | -1.4% | -16.5% | +15.1% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 1y: compounded portfolio wealth divided by compounded TE 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…
1y analysis · Full analysis span regression · 6 months rolling