+232.7%
LITE vs TFC
+20.8%
+212.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +3.0% | -10.8% | -7.8% |
| 7D | -31.4% | +5.1% | -36.5% | -31.4% |
| 30D | -42.6% | +9.8% | -52.4% | -42.9% |
| 3M | -26.2% | -2.4% | -23.8% | -24.8% |
| 6M | -35.8% | +4.9% | -40.7% | -37.4% |
| YTD | +70.0% | +6.6% | +63.5% | +52.6% |
| 1Y | +232.7% | +21.3% | +211.4% | +148.2% |
| All | +232.7% | +20.8% | +212.0% | +148.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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