+19.6%
TMO vs LOW
-10.2%
+29.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -0.6% | -3.7% | +3.1% | +1.0% |
| 30D | +1.1% | -8.9% | +10.0% | +5.1% |
| 3M | +28.3% | -10.4% | +38.7% | +34.1% |
| 6M | +23.3% | -19.4% | +42.7% | +34.4% |
| YTD | +5.5% | -17.1% | +22.6% | +12.8% |
| 1Y | +24.5% | -26.3% | +50.8% | +40.6% |
| 3Y | +19.6% | -9.9% | +29.5% | +15.3% |
| All | +19.6% | -10.2% | +29.8% | +15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling