+25.8%
TMO vs LOW
-20.7%
+46.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.0% | -1.2% |
| 7D | -1.4% | -1.7% | +0.4% | -0.8% |
| 30D | +6.2% | -7.0% | +13.3% | +8.7% |
| 3M | +27.5% | -0.9% | +28.3% | +27.7% |
| 6M | +20.0% | -20.1% | +40.0% | +26.6% |
| YTD | +6.1% | -13.9% | +20.0% | +10.4% |
| 1Y | +25.8% | -21.1% | +47.0% | +32.4% |
| All | +25.8% | -20.7% | +46.5% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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