-1.5%
LOW vs TPR
+28.3%
-29.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | +7.4% | +14.2% | -6.8% | +3.6% |
| 30D | +24.5% | +17.1% | +7.4% | +19.3% |
| 3M | +3.5% | -17.7% | +21.2% | +7.5% |
| 6M | -2.6% | -10.2% | +7.6% | -2.0% |
| YTD | -4.8% | +4.9% | -9.7% | -7.7% |
| All | -1.5% | +28.3% | -29.8% | -9.5% |
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