-24.9%
LOW vs TMF
-21.2%
-3.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | +0.4% | +1.0% | -0.6% | 0.0% |
| 30D | -10.1% | -1.8% | -8.3% | -9.5% |
| 3M | -2.9% | -8.2% | +5.4% | +0.2% |
| 6M | -19.4% | -19.5% | +0.1% | -14.2% |
| YTD | -15.4% | -16.0% | +0.5% | -10.8% |
| 1Y | -24.9% | -22.5% | -2.4% | -19.6% |
| All | -24.9% | -21.2% | -3.8% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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