+1,568.0%
LITE vs TFC
+77.1%
+1,490.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.3% |
| 7D | +22.6% | +0.1% | +22.5% | +22.6% |
| 30D | -36.8% | +8.6% | -45.4% | -39.2% |
| 3M | -33.0% | -4.3% | -28.7% | -32.2% |
| 6M | -37.1% | +5.4% | -42.5% | -39.5% |
| YTD | +69.5% | +4.5% | +65.0% | +63.0% |
| 1Y | +146.1% | +14.0% | +132.1% | +127.7% |
| 3Y | +1,440.8% | +93.4% | +1,347.5% | +1,065.9% |
| 5Y | +580.4% | +0.5% | +580.0% | +540.2% |
| All | +1,568.0% | +77.1% | +1,490.9% | +1,119.2% |
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 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