+302.0%
TRV vs LOW
+233.5%
+68.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.0% |
| 7D | +1.9% | -3.7% | +5.7% | +3.2% |
| 30D | +1.7% | -8.9% | +10.6% | +4.8% |
| 3M | +23.9% | -10.4% | +34.3% | +28.0% |
| 6M | +26.3% | -19.4% | +45.7% | +34.6% |
| YTD | +30.8% | -17.1% | +47.9% | +37.6% |
| 1Y | +36.3% | -26.3% | +62.6% | +48.9% |
| 3Y | +145.0% | -9.9% | +154.9% | +145.8% |
| 5Y | +163.9% | +6.1% | +157.8% | +142.0% |
| All | +302.0% | +233.5% | +68.5% | +136.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling