+240.8%
TMUS vs LOW
+309.5%
-68.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | +9.5% | +8.7% | +0.8% | +6.7% |
| 30D | +13.8% | +25.5% | -11.7% | +6.1% |
| 3M | -4.6% | +6.6% | -11.2% | -6.6% |
| 6M | -11.7% | +2.4% | -14.1% | -12.7% |
| YTD | -15.4% | -1.7% | -13.6% | -15.9% |
| 1Y | -16.1% | +1.7% | -17.8% | -17.7% |
| 3Y | +20.5% | +26.6% | -6.1% | +7.9% |
| 5Y | +48.7% | +10.1% | +38.6% | +36.9% |
| 10Y | +240.8% | +303.3% | -62.5% | +93.5% |
| All | +240.8% | +309.5% | -68.7% | +93.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling