+5.6%
LOW vs TPR
+253.5%
-247.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | +7.4% | +14.2% | -6.8% | +3.4% |
| 30D | +24.5% | +17.1% | +7.4% | +19.0% |
| 3M | +3.5% | -17.7% | +21.2% | +8.4% |
| 6M | -2.6% | -10.2% | +7.6% | -1.0% |
| YTD | -4.8% | +4.9% | -9.7% | -7.9% |
| 1Y | -0.8% | +36.1% | -36.9% | -11.0% |
| 3Y | +22.8% | +416.5% | -393.6% | -31.3% |
| All | +5.6% | +253.5% | -247.9% | -36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling