+154.4%
TRV vs LOW
+5.3%
+149.1%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | -1.5% | -2.6% | +1.2% | -1.0% |
| 30D | -1.8% | -11.1% | +9.3% | +0.5% |
| 3M | +21.6% | -8.5% | +30.1% | +23.5% |
| 6M | +22.5% | -20.8% | +43.3% | +27.9% |
| YTD | +28.1% | -17.2% | +45.4% | +32.3% |
| 1Y | +37.0% | -24.7% | +61.8% | +44.2% |
| 3Y | +141.9% | -9.7% | +151.6% | +142.9% |
| All | +154.4% | +5.3% | +149.1% | +133.2% |
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 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