+379.4%
TTD vs LOW
+245.6%
+133.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.3% | -5.6% | -5.3% |
| 7D | +6.3% | -1.7% | +8.1% | +7.6% |
| 30D | -23.9% | -7.0% | -16.8% | -20.2% |
| 3M | -31.4% | -0.9% | -30.5% | -31.6% |
| 6M | -42.7% | -20.1% | -22.6% | -34.2% |
| YTD | -62.0% | -13.9% | -48.1% | -59.2% |
| 1Y | -72.2% | -21.1% | -51.1% | -68.3% |
| 3Y | -81.9% | -6.6% | -75.3% | -82.6% |
| 5Y | -81.5% | +9.4% | -90.9% | -83.9% |
| All | +379.4% | +245.6% | +133.8% | +105.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling