+521.0%
LITE vs TAP
-14.5%
+535.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +3.9% |
| 7D | -1.5% | -2.3% | +0.8% | -2.7% |
| 30D | +6.7% | -2.1% | +8.8% | +6.0% |
| 3M | -6.8% | +6.6% | -13.4% | -3.4% |
| 6M | +29.4% | -11.5% | +40.9% | +30.3% |
| YTD | +139.1% | -10.3% | +149.4% | +143.6% |
| 1Y | +521.0% | -14.4% | +535.4% | +519.6% |
| All | +521.0% | -14.5% | +535.5% | +519.6% |
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