+580.4%
LITE vs TCOM
+40.9%
+539.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.4% |
| 7D | +22.6% | -1.4% | +23.9% | +22.9% |
| 30D | -36.8% | +11.5% | -48.3% | -38.5% |
| 3M | -33.0% | -5.2% | -27.8% | -32.7% |
| 6M | -37.1% | -16.9% | -20.1% | -35.1% |
| YTD | +69.5% | -39.9% | +109.4% | +87.0% |
| 1Y | +146.1% | -42.1% | +188.2% | +174.2% |
| 3Y | +1,440.8% | +28.0% | +1,412.8% | +1,344.0% |
| 5Y | +580.4% | +40.4% | +540.1% | +489.3% |
| All | +580.4% | +40.9% | +539.5% | +489.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling