+12,629.9%
TSM vs LOW
+6,920.5%
+5,709.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.1% |
| 7D | -2.1% | +8.7% | -10.7% | -5.6% |
| 30D | -12.5% | +25.5% | -38.0% | -21.0% |
| 3M | -5.0% | +6.6% | -11.6% | -8.5% |
| 6M | -3.2% | +2.4% | -5.6% | -5.9% |
| YTD | +31.5% | -1.7% | +33.2% | +29.7% |
| 1Y | +35.7% | +1.7% | +34.0% | +31.5% |
| 3Y | +323.5% | +26.6% | +296.9% | +266.9% |
| 5Y | +263.4% | +10.1% | +253.2% | +228.5% |
| 10Y | +1,598.5% | +303.3% | +1,295.2% | +718.7% |
| All | +12,629.9% | +6,920.5% | +5,709.4% | +656.7% |
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