+555.0%
LITE vs TKO
+1.9%
+553.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +5.0% | +6.0% | +10.8% |
| 7D | +12.6% | +7.2% | +5.5% | +12.4% |
| 30D | +9.9% | +4.7% | +5.2% | +9.3% |
| 3M | +9.3% | -3.2% | +12.5% | +9.6% |
| 6M | +75.2% | -2.9% | +78.1% | +77.6% |
| YTD | +165.5% | -5.8% | +171.3% | +176.5% |
| 1Y | +555.0% | -1.1% | +556.0% | +539.7% |
| All | +555.0% | +1.9% | +553.1% | +539.7% |
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