+1,493.1%
LITE vs TAP
-46.0%
+1,539.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.2% | -7.7% | -4.9% |
| 7D | +10.8% | +1.3% | +9.5% | +10.6% |
| 30D | -33.4% | +5.7% | -39.2% | -34.4% |
| 3M | -32.2% | -1.9% | -30.3% | -32.6% |
| 6M | -42.1% | +0.9% | -43.0% | -43.1% |
| YTD | +61.9% | -9.5% | +71.4% | +62.0% |
| 1Y | +163.0% | -9.0% | +171.9% | +162.1% |
| 3Y | +1,358.0% | -22.2% | +1,380.3% | +1,385.1% |
| 5Y | +549.9% | +1.2% | +548.7% | +505.1% |
| All | +1,493.1% | -46.0% | +1,539.1% | +1,542.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling