-69.7%
TTD vs LOW
-25.3%
-44.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.7% | +0.7% |
| 7D | -7.4% | -2.6% | -4.8% | -7.4% |
| 30D | +3.0% | -11.1% | +14.2% | +3.2% |
| 3M | -27.6% | -8.5% | -19.1% | -27.6% |
| 6M | -49.5% | -20.8% | -28.6% | -50.0% |
| YTD | -63.2% | -17.2% | -46.0% | -62.7% |
| 1Y | -69.7% | -24.7% | -45.0% | -73.3% |
| All | -69.7% | -25.3% | -44.5% | -73.3% |
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 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