+51.8%
TMUS vs LOW
+6.6%
+45.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.8% | -0.7% |
| 7D | +4.9% | +1.4% | +3.5% | +4.6% |
| 30D | +7.7% | +21.7% | -14.0% | +2.8% |
| 3M | -6.8% | +5.0% | -11.8% | -8.0% |
| 6M | -9.7% | +4.6% | -14.3% | -11.0% |
| YTD | -15.0% | -3.5% | -11.5% | -15.1% |
| 1Y | -19.1% | +0.5% | -19.7% | -20.2% |
| 3Y | +21.4% | +24.8% | -3.4% | +11.0% |
| All | +51.8% | +6.6% | +45.2% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling