+6,432.7%
TRV vs LOW
+34,309.9%
-27,877.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.6% |
| 7D | +0.2% | -0.6% | +0.8% | +0.3% |
| 30D | -2.3% | -9.3% | +6.9% | +0.2% |
| 3M | +22.7% | -8.1% | +30.8% | +25.2% |
| 6M | +21.9% | -19.8% | +41.7% | +28.7% |
| YTD | +27.5% | -16.4% | +43.8% | +32.7% |
| 1Y | +36.2% | -24.7% | +60.9% | +45.6% |
| 3Y | +140.6% | -8.8% | +149.4% | +141.5% |
| 5Y | +154.5% | +7.8% | +146.7% | +139.5% |
| 10Y | +295.4% | +233.8% | +61.6% | +167.3% |
| All | +6,432.7% | +34,309.9% | -27,877.2% | +1,900.0% |
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