+129.4%
LITE vs TFC
+16.9%
+112.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.9% | +8.8% | +10.6% |
| 7D | -12.9% | +0.3% | -13.2% | -12.8% |
| 30D | -46.0% | +9.2% | -55.1% | -46.1% |
| 3M | -33.0% | -2.9% | -30.1% | -31.9% |
| 6M | -34.0% | +3.5% | -37.5% | -35.3% |
| YTD | +61.7% | +5.4% | +56.3% | +46.2% |
| All | +129.4% | +16.9% | +112.4% | +83.6% |
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