+1,618.0%
LITE vs TAP
-49.0%
+1,667.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.2% | +11.9% | +10.8% |
| 7D | -12.9% | -7.8% | -5.1% | -12.0% |
| 30D | -46.0% | +7.1% | -53.1% | -46.9% |
| 3M | -33.0% | -7.0% | -26.0% | -32.8% |
| 6M | -34.0% | -3.8% | -30.2% | -34.7% |
| YTD | +61.7% | -11.7% | +73.4% | +62.4% |
| 1Y | +148.3% | -10.1% | +158.4% | +147.4% |
| 3Y | +1,408.5% | -23.7% | +1,432.2% | +1,439.2% |
| 5Y | +546.2% | +2.9% | +543.3% | +496.7% |
| All | +1,618.0% | -49.0% | +1,667.1% | +1,686.9% |
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