+140.0%
TRV vs LOW
-10.3%
+150.3%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | -1.5% | -2.6% | +1.2% | -0.9% |
| 30D | -1.8% | -11.1% | +9.3% | +0.6% |
| 3M | +21.6% | -8.5% | +30.1% | +23.6% |
| 6M | +22.5% | -20.8% | +43.3% | +28.2% |
| YTD | +28.1% | -17.2% | +45.4% | +32.3% |
| 1Y | +37.0% | -24.7% | +61.8% | +44.7% |
| All | +140.0% | -10.3% | +150.3% | +139.4% |
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 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