+232.7%
LITE vs TEM
-11.1%
+243.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -2.8% | -5.0% | -7.4% |
| 7D | -31.4% | -1.3% | -30.1% | -31.3% |
| 30D | -42.6% | -9.5% | -33.1% | -42.0% |
| 3M | -26.2% | +60.7% | -86.9% | -35.5% |
| 6M | -35.8% | +35.5% | -71.3% | -41.6% |
| YTD | +70.0% | +28.0% | +42.0% | +47.3% |
| 1Y | +232.7% | -10.5% | +243.3% | +288.8% |
| All | +232.7% | -11.1% | +243.8% | +288.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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