-16.1%
TMUS vs LOW
+1.9%
-18.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +9.5% | +8.7% | +0.8% | +7.6% |
| 30D | +13.8% | +25.5% | -11.7% | +9.4% |
| 3M | -4.6% | +6.6% | -11.2% | -6.5% |
| 6M | -11.7% | +2.4% | -14.1% | -13.8% |
| YTD | -15.4% | -1.7% | -13.6% | -16.7% |
| 1Y | -16.1% | +1.7% | -17.8% | -17.5% |
| All | -16.1% | +1.9% | -18.0% | -17.5% |
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 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