+3,068.2%
LITE vs TCOM
+19.6%
+3,048.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.3% | +4.4% | +5.3% |
| 7D | -35.9% | +12.1% | -48.0% | -38.0% |
| 30D | -51.5% | +16.5% | -68.0% | -53.7% |
| 3M | -35.7% | -4.0% | -31.7% | -35.7% |
| 6M | -43.0% | -18.5% | -24.5% | -40.7% |
| YTD | +46.1% | -38.3% | +84.4% | +62.3% |
| 1Y | +124.7% | -36.6% | +161.3% | +148.0% |
| 3Y | +1,172.1% | +31.1% | +1,140.9% | +1,036.2% |
| 5Y | +477.0% | +47.6% | +429.4% | +362.5% |
| 10Y | +1,465.7% | +5.1% | +1,460.6% | +1,192.7% |
| All | +3,068.2% | +19.6% | +3,048.6% | +2,567.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling