-72.0%
TTD vs LOW
-0.5%
-71.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.5% | -4.6% | +1.6% |
| 7D | +3.7% | +15.6% | -11.9% | +1.2% |
| 30D | +10.4% | +28.6% | -18.2% | +6.8% |
| 3M | -31.6% | +5.8% | -37.4% | -33.1% |
| 6M | -45.1% | +3.8% | -48.9% | -46.4% |
| YTD | -65.1% | -2.8% | -62.4% | -65.7% |
| 1Y | -72.0% | -1.4% | -70.6% | -72.6% |
| All | -72.0% | -0.5% | -71.5% | -72.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling