+1,643.1%
TSM vs LOW
+292.8%
+1,350.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | +6.2% | +1.4% | +4.8% | +5.7% |
| 30D | -7.3% | +21.7% | -29.0% | -14.4% |
| 3M | -7.1% | +5.0% | -12.1% | -9.5% |
| 6M | +0.2% | +4.6% | -4.4% | -2.8% |
| YTD | +32.2% | -3.5% | +35.7% | +31.9% |
| 1Y | +42.8% | +0.5% | +42.2% | +39.8% |
| 3Y | +330.4% | +24.8% | +305.6% | +277.7% |
| 5Y | +263.9% | +6.5% | +257.5% | +235.4% |
| All | +1,643.1% | +292.8% | +1,350.3% | +942.8% |
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