+521.0%
LITE vs TCOM
-42.5%
+563.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.2% |
| 7D | -1.5% | -9.5% | +8.0% | +0.3% |
| 30D | +6.7% | -10.7% | +17.4% | +8.8% |
| 3M | -6.8% | -14.6% | +7.9% | -3.0% |
| 6M | +29.4% | -19.3% | +48.8% | +36.9% |
| YTD | +139.1% | -42.9% | +182.0% | +184.7% |
| 1Y | +521.0% | -43.8% | +564.8% | +647.3% |
| All | +521.0% | -42.5% | +563.5% | +647.3% |
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