+1,103.9%
LOW vs TRI
+507.2%
+596.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.3% |
| 7D | -0.6% | -8.4% | +7.8% | +2.9% |
| 30D | -9.3% | -6.5% | -2.8% | -7.0% |
| 3M | -8.1% | +18.6% | -26.6% | -16.4% |
| 6M | -19.8% | -10.4% | -9.3% | -18.8% |
| YTD | -16.4% | -23.7% | +7.3% | -10.7% |
| 1Y | -24.7% | -42.5% | +17.8% | -7.7% |
| 3Y | -8.8% | -19.3% | +10.5% | -8.9% |
| 5Y | +7.8% | -9.7% | +17.4% | +0.9% |
| 10Y | +233.8% | +194.4% | +39.4% | +72.2% |
| All | +1,103.9% | +507.2% | +596.8% | +247.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 all: compounded portfolio wealth divided by compounded TRI 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…
all analysis · Full analysis span regression · 6 months rolling