+36.0%
TSM vs LOW
-0.5%
+36.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.5% | -9.7% | -2.5% |
| 7D | -10.0% | +15.6% | -25.6% | -10.7% |
| 30D | -18.5% | +28.6% | -47.1% | -20.4% |
| 3M | -4.9% | +5.8% | -10.7% | -4.1% |
| 6M | -1.0% | +3.8% | -4.8% | +0.8% |
| YTD | +31.3% | -2.8% | +34.0% | +38.0% |
| 1Y | +36.0% | -1.4% | +37.4% | +42.5% |
| All | +36.0% | -0.5% | +36.5% | +42.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling