+8,096.9%
TMO vs LOW
+33,961.6%
-25,864.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | -2.5% | -2.6% | +0.2% | -1.8% |
| 30D | -0.3% | -11.1% | +10.8% | +2.9% |
| 3M | +25.3% | -8.5% | +33.8% | +28.1% |
| 6M | +20.9% | -20.8% | +41.7% | +28.4% |
| YTD | +4.3% | -17.2% | +21.5% | +9.3% |
| 1Y | +27.0% | -24.7% | +51.8% | +36.3% |
| 3Y | +17.5% | -9.7% | +27.3% | +19.5% |
| 5Y | +6.9% | +6.0% | +0.9% | +3.5% |
| 10Y | +332.0% | +230.5% | +101.5% | +201.5% |
| All | +8,096.9% | +33,961.6% | -25,864.7% | +2,455.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling