+12,919.2%
TSM vs LOW
+6,787.0%
+6,132.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.2% |
| 7D | +14.8% | +0.1% | +14.7% | +14.8% |
| 30D | -8.9% | +21.3% | -30.2% | -16.6% |
| 3M | -5.3% | +6.0% | -11.2% | -8.5% |
| 6M | +2.6% | +2.6% | 0.0% | -0.3% |
| YTD | +34.5% | -3.6% | +38.1% | +33.7% |
| 1Y | +41.0% | -1.0% | +42.0% | +38.2% |
| 3Y | +333.1% | +24.2% | +308.9% | +278.2% |
| 5Y | +270.1% | +6.3% | +263.8% | +239.6% |
| 10Y | +1,608.7% | +294.1% | +1,314.6% | +731.6% |
| All | +12,919.2% | +6,787.0% | +6,132.2% | +680.2% |
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