-21.2%
TMUS vs LOW
-0.5%
-20.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.5% | -4.4% | +1.5% |
| 7D | +7.5% | +15.6% | -8.1% | +4.4% |
| 30D | -3.3% | +28.6% | -31.9% | -7.2% |
| 3M | -9.7% | +5.8% | -15.5% | -11.4% |
| 6M | -17.2% | +3.8% | -21.0% | -19.0% |
| YTD | -20.3% | -2.8% | -17.6% | -21.6% |
| 1Y | -21.2% | -1.4% | -19.8% | -22.3% |
| All | -21.2% | -0.5% | -20.7% | -22.3% |
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 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