+9.8%
LOW vs TPR
+239.8%
-230.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -1.7% | -2.3% | +0.6% | -1.1% |
| 30D | -7.0% | -23.0% | +15.9% | -0.7% |
| 3M | -0.9% | -12.5% | +11.6% | +1.9% |
| 6M | -20.1% | -21.4% | +1.4% | -15.6% |
| YTD | -13.9% | -3.5% | -10.4% | -14.5% |
| 1Y | -21.1% | +17.4% | -38.5% | -26.3% |
| 3Y | -6.6% | +291.3% | -297.9% | -42.5% |
| All | +9.8% | +239.8% | -230.0% | -32.4% |
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