+22.2%
TMUS vs LOW
+25.2%
-3.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.3% |
| 7D | +6.5% | +0.1% | +6.4% | +6.5% |
| 30D | +11.3% | +21.3% | -10.0% | +7.6% |
| 3M | -2.9% | +6.0% | -8.9% | -4.2% |
| 6M | -10.5% | +2.6% | -13.1% | -11.5% |
| YTD | -14.4% | -3.6% | -10.8% | -14.9% |
| 1Y | -17.9% | -1.0% | -16.9% | -18.7% |
| All | +22.2% | +25.2% | -3.0% | +22.0% |
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