+376.4%
TTD vs LOW
+232.7%
+143.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | -0.6% | -3.7% | +3.1% | +2.1% |
| 30D | +6.3% | -8.9% | +15.2% | +13.5% |
| 3M | -24.1% | -10.4% | -13.7% | -18.6% |
| 6M | -47.4% | -19.4% | -28.0% | -40.0% |
| YTD | -62.2% | -17.1% | -45.1% | -58.3% |
| 1Y | -68.3% | -26.3% | -42.0% | -62.0% |
| 3Y | -83.4% | -9.9% | -73.5% | -83.7% |
| 5Y | -80.3% | +6.1% | -86.4% | -82.5% |
| All | +376.4% | +232.7% | +143.7% | +109.3% |
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