+227.1%
LOW vs TPR
+318.3%
-91.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.6% |
| 7D | -2.6% | -5.1% | +2.5% | -1.1% |
| 30D | -11.1% | -27.6% | +16.4% | -2.9% |
| 3M | -8.5% | -17.5% | +9.0% | -4.0% |
| 6M | -20.8% | -21.3% | +0.5% | -16.1% |
| YTD | -17.2% | -8.5% | -8.7% | -16.5% |
| 1Y | -24.7% | +11.5% | -36.2% | -28.9% |
| 3Y | -9.7% | +288.0% | -297.8% | -44.3% |
| 5Y | +6.0% | +225.2% | -219.2% | -33.4% |
| All | +227.1% | +318.3% | -91.1% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TPR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling