+1,763.9%
LITE vs TEM
+61.6%
+1,702.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.0% |
| 7D | -1.5% | +0.9% | -2.4% | -1.8% |
| 30D | +6.7% | +38.4% | -31.7% | -2.8% |
| 3M | -6.8% | +23.7% | -30.4% | -12.8% |
| 6M | +29.4% | +26.0% | +3.5% | +19.0% |
| YTD | +139.1% | +9.4% | +129.7% | +124.5% |
| 1Y | +521.0% | -17.3% | +538.3% | +522.6% |
| All | +1,763.9% | +61.6% | +1,702.4% | +1,340.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling