+320.5%
TMUS vs LOW
+804.3%
-483.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.3% | -4.7% | -4.0% |
| 7D | +0.1% | -1.7% | +1.8% | +0.7% |
| 30D | +5.3% | -7.0% | +12.3% | +8.3% |
| 3M | +3.1% | -0.9% | +4.0% | +3.1% |
| 6M | -16.5% | -20.1% | +3.6% | -9.4% |
| YTD | -9.2% | -13.9% | +4.7% | -4.9% |
| 1Y | -26.5% | -21.1% | -5.3% | -20.4% |
| 3Y | +39.0% | -6.6% | +45.7% | +37.0% |
| 5Y | +40.4% | +9.4% | +31.0% | +25.4% |
| 10Y | +303.7% | +220.5% | +83.2% | +101.3% |
| All | +320.5% | +804.3% | -483.9% | +13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling