+1,568.0%
LITE vs TMF
-81.8%
+1,649.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.4% | +0.8% | -4.0% |
| 7D | +22.6% | -8.2% | +30.7% | +21.7% |
| 30D | -36.8% | +5.3% | -42.1% | -36.4% |
| 3M | -33.0% | -8.5% | -24.5% | -33.3% |
| 6M | -37.1% | -17.2% | -19.9% | -37.7% |
| YTD | +69.5% | -23.4% | +92.9% | +66.8% |
| 1Y | +146.1% | -30.2% | +176.4% | +140.5% |
| 3Y | +1,440.8% | -32.9% | +1,473.8% | +1,420.3% |
| 5Y | +580.4% | -88.5% | +669.0% | +428.4% |
| All | +1,568.0% | -81.8% | +1,649.8% | +1,470.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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