-24.7%
LOW vs TPR
+9.9%
-34.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.4% |
| 7D | -0.6% | -7.3% | +6.7% | +1.1% |
| 30D | -9.3% | -30.7% | +21.5% | -1.8% |
| 3M | -8.1% | -21.6% | +13.5% | -4.0% |
| 6M | -19.8% | -21.3% | +1.6% | -16.7% |
| YTD | -16.4% | -10.2% | -6.2% | -15.2% |
| 1Y | -24.7% | +9.5% | -34.2% | -26.5% |
| All | -24.7% | +9.9% | -34.5% | -26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling