+2,331.0%
LITE vs TFC
+102.1%
+2,229.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +4.0% |
| 7D | -1.5% | +2.4% | -4.0% | -2.6% |
| 30D | +6.7% | -1.3% | +8.0% | +7.2% |
| 3M | -6.8% | +6.1% | -12.8% | -9.9% |
| 6M | +29.4% | +7.3% | +22.1% | +24.3% |
| YTD | +139.1% | +8.2% | +130.9% | +128.0% |
| 1Y | +521.0% | +14.4% | +506.6% | +476.4% |
| 3Y | +1,535.3% | +93.7% | +1,441.6% | +1,140.3% |
| 5Y | +889.8% | +16.4% | +873.4% | +783.7% |
| All | +2,331.0% | +102.1% | +2,229.0% | +1,464.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling