+1,402.3%
LITE vs TFC
+90.2%
+1,312.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.6% | +6.1% |
| 7D | -35.9% | +1.2% | -37.1% | -36.4% |
| 30D | -51.5% | +8.3% | -59.9% | -53.4% |
| 3M | -35.7% | -5.2% | -30.6% | -34.8% |
| 6M | -43.0% | -0.8% | -42.2% | -43.8% |
| YTD | +46.1% | +3.4% | +42.7% | +41.0% |
| 1Y | +124.7% | +17.0% | +107.7% | +105.4% |
| 3Y | +1,172.1% | +86.2% | +1,085.9% | +877.6% |
| 5Y | +477.0% | -2.3% | +479.3% | +448.4% |
| All | +1,402.3% | +90.2% | +1,312.2% | +1,077.1% |
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