+124.7%
LITE vs TAP
-6.0%
+130.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.5% | +10.2% | +1.5% |
| 7D | -35.9% | +0.5% | -36.5% | -34.4% |
| 30D | -51.5% | +9.1% | -60.7% | -46.4% |
| 3M | -35.7% | -3.8% | -31.9% | -34.0% |
| 6M | -43.0% | -3.4% | -39.5% | -39.3% |
| YTD | +46.1% | -10.6% | +56.8% | +58.2% |
| 1Y | +124.7% | -4.4% | +129.1% | +155.5% |
| All | +124.7% | -6.0% | +130.7% | +155.5% |
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