+1,138.5%
LITE vs TEM
+101.4%
+1,037.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.8% | -0.7% |
| 7D | -13.9% | +3.5% | -17.4% | -14.3% |
| 30D | -46.9% | +13.5% | -60.5% | -48.4% |
| 3M | -28.0% | +46.3% | -74.3% | -35.9% |
| 6M | -35.2% | +61.5% | -96.7% | -44.2% |
| YTD | +58.9% | +36.4% | +22.5% | +39.6% |
| 1Y | +125.3% | +12.2% | +113.1% | +109.2% |
| All | +1,138.5% | +101.4% | +1,037.2% | +795.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling