+508.5%
TTD vs LOW
+292.8%
+215.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.2% | +1.3% |
| 7D | +21.3% | +1.4% | +19.9% | +20.4% |
| 30D | +28.7% | +21.7% | +7.0% | +11.8% |
| 3M | +7.7% | +5.0% | +2.7% | +3.7% |
| 6M | -23.5% | +4.6% | -28.1% | -27.1% |
| YTD | -58.7% | -3.5% | -55.2% | -59.2% |
| 1Y | -63.4% | +0.5% | -64.0% | -65.2% |
| 3Y | -75.3% | +24.8% | -100.1% | -81.0% |
| 5Y | -84.4% | +6.5% | -90.8% | -86.2% |
| All | +508.5% | +292.8% | +215.6% | +140.6% |
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 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