+446.1%
LITE vs TAP
+6.9%
+439.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.1% | -16.6% | -18.9% |
| 7D | -44.6% | +7.7% | -52.3% | -44.1% |
| 30D | -55.0% | +14.4% | -69.4% | -54.6% |
| 3M | -38.3% | +2.0% | -40.3% | -37.7% |
| 6M | -48.8% | +2.5% | -51.2% | -48.3% |
| YTD | +38.3% | -6.4% | +44.7% | +40.8% |
| 1Y | +119.0% | -2.3% | +121.3% | +120.5% |
| 3Y | +1,092.0% | -20.3% | +1,112.3% | +1,130.9% |
| 5Y | +446.1% | +6.9% | +439.2% | +439.9% |
| All | +446.1% | +6.9% | +439.2% | +439.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling