+1,707.0%
TSM vs LOW
+299.5%
+1,407.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.3% |
| 7D | +4.4% | +1.0% | +3.5% | +4.1% |
| 30D | -7.0% | +25.6% | -32.6% | -15.1% |
| 3M | -1.8% | +5.3% | -7.1% | -4.4% |
| 6M | +2.7% | +3.7% | -1.0% | -0.1% |
| YTD | +37.1% | -1.9% | +38.9% | +35.9% |
| 1Y | +43.5% | +0.6% | +42.9% | +40.5% |
| 3Y | +341.5% | +26.4% | +315.1% | +285.7% |
| 5Y | +278.9% | +10.1% | +268.7% | +244.6% |
| All | +1,707.0% | +299.5% | +1,407.5% | +974.3% |
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