+38.8%
TMUS vs LOW
-8.4%
+47.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.4% |
| 7D | -0.3% | +0.4% | -0.6% | -0.3% |
| 30D | +3.1% | -10.1% | +13.2% | +4.9% |
| 3M | +2.4% | -2.9% | +5.3% | +2.8% |
| 6M | -17.1% | -19.4% | +2.3% | -14.5% |
| YTD | -9.1% | -15.4% | +6.4% | -7.2% |
| 1Y | -23.6% | -24.9% | +1.3% | -20.4% |
| 3Y | +38.8% | -7.8% | +46.7% | +44.5% |
| All | +38.8% | -8.4% | +47.2% | +44.5% |
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 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