+8.4%
LOW vs TT
+146.0%
-137.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | +0.4% | +1.6% | -1.2% | -0.3% |
| 30D | -10.1% | -7.3% | -2.8% | -7.2% |
| 3M | -2.9% | -2.6% | -0.3% | -2.3% |
| 6M | -19.4% | +5.9% | -25.3% | -22.1% |
| YTD | -15.4% | +15.4% | -30.8% | -21.7% |
| 1Y | -24.9% | +8.2% | -33.2% | -28.8% |
| 3Y | -7.8% | +122.7% | -130.5% | -42.6% |
| 5Y | +8.4% | +145.0% | -136.6% | -40.7% |
| All | +8.4% | +146.0% | -137.6% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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