+13,634.3%
TSM vs LOW
+6,051.3%
+7,583.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.6% | +2.3% |
| 7D | +2.7% | -1.7% | +4.5% | +3.5% |
| 30D | +3.6% | -7.0% | +10.6% | +6.7% |
| 3M | -3.4% | -0.9% | -2.5% | -3.8% |
| 6M | +20.6% | -20.1% | +40.7% | +31.2% |
| YTD | +41.9% | -13.9% | +55.8% | +49.2% |
| 1Y | +84.4% | -21.1% | +105.5% | +100.3% |
| 3Y | +380.2% | -6.6% | +386.9% | +377.4% |
| 5Y | +275.3% | +9.4% | +266.0% | +242.9% |
| 10Y | +1,751.4% | +220.5% | +1,530.9% | +891.9% |
| All | +13,634.3% | +6,051.3% | +7,583.0% | +770.7% |
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