+232.7%
LITE vs TAP
+4.4%
+228.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +3.0% | -10.9% | -5.2% |
| 7D | -31.4% | +9.9% | -41.4% | -24.4% |
| 30D | -42.6% | +18.1% | -60.7% | -33.2% |
| 3M | -26.2% | +3.2% | -29.4% | -19.6% |
| 6M | -35.8% | +8.4% | -44.2% | -27.6% |
| YTD | +70.0% | -4.4% | +74.5% | +92.7% |
| 1Y | +232.7% | +3.2% | +229.5% | +265.1% |
| All | +232.7% | +4.4% | +228.4% | +265.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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