+230.5%
LOW vs TPR
+310.5%
-80.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.1% |
| 7D | -0.6% | -7.3% | +6.7% | +1.6% |
| 30D | -9.3% | -30.7% | +21.5% | +0.5% |
| 3M | -8.1% | -21.6% | +13.5% | -2.1% |
| 6M | -19.8% | -21.3% | +1.6% | -14.9% |
| YTD | -16.4% | -10.2% | -6.2% | -15.1% |
| 1Y | -24.7% | +9.5% | -34.2% | -28.4% |
| 3Y | -8.8% | +280.8% | -289.6% | -43.4% |
| 5Y | +7.8% | +218.7% | -210.9% | -31.9% |
| All | +230.5% | +310.5% | -80.0% | +67.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling