+521.0%
LITE vs TKO
+1.2%
+519.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.8% | +5.8% | +4.0% |
| 7D | -1.5% | +0.7% | -2.3% | -1.5% |
| 30D | +6.7% | +1.6% | +5.0% | +6.1% |
| 3M | -6.8% | -7.8% | +1.0% | -6.3% |
| 6M | +29.4% | -13.3% | +42.7% | +34.9% |
| YTD | +139.1% | -10.3% | +149.4% | +149.1% |
| 1Y | +521.0% | -0.6% | +521.6% | +501.2% |
| All | +521.0% | +1.2% | +519.8% | +501.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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