+232.7%
LITE vs TCOM
-39.6%
+272.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +3.2% | -11.0% | -7.7% |
| 7D | -31.4% | +10.7% | -42.1% | -31.3% |
| 30D | -42.6% | +10.1% | -52.6% | -42.6% |
| 3M | -26.2% | -8.9% | -17.4% | -24.7% |
| 6M | -35.8% | -19.2% | -16.6% | -31.8% |
| YTD | +70.0% | -40.6% | +110.7% | +93.8% |
| 1Y | +232.7% | -39.0% | +271.8% | +266.6% |
| All | +232.7% | -39.6% | +272.4% | +266.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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