-83.3%
TTD vs LOW
-8.4%
-74.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -1.1% | -2.2% |
| 7D | +1.7% | +0.4% | +1.4% | +1.6% |
| 30D | +1.6% | -10.1% | +11.7% | +5.4% |
| 3M | -27.8% | -2.9% | -25.0% | -27.3% |
| 6M | -52.1% | -19.4% | -32.7% | -48.6% |
| YTD | -63.1% | -15.4% | -47.6% | -61.5% |
| 1Y | -73.1% | -24.9% | -48.1% | -70.2% |
| 3Y | -83.3% | -7.8% | -75.5% | -83.4% |
| All | -83.3% | -8.4% | -74.9% | -83.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling