+1,815.4%
TSM vs LOW
+225.8%
+1,589.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.4% |
| 7D | +4.8% | -0.6% | +5.4% | +5.0% |
| 30D | +4.0% | -9.3% | +13.3% | +7.8% |
| 3M | +2.0% | -8.1% | +10.0% | +4.6% |
| 6M | +25.5% | -19.8% | +45.3% | +35.5% |
| YTD | +44.0% | -16.4% | +60.4% | +52.6% |
| 1Y | +75.4% | -24.7% | +100.1% | +93.1% |
| 3Y | +406.7% | -8.8% | +415.6% | +407.2% |
| 5Y | +285.0% | +7.8% | +277.2% | +254.6% |
| 10Y | +1,815.4% | +233.8% | +1,581.5% | +1,136.1% |
| All | +1,815.4% | +225.8% | +1,589.6% | +1,136.1% |
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