+1,563.7%
LITE vs TMF
-42.2%
+1,605.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +4.0% |
| 7D | -1.5% | -1.4% | -0.1% | -1.5% |
| 30D | +6.7% | -2.8% | +9.5% | +6.8% |
| 3M | -6.8% | -10.9% | +4.2% | -6.3% |
| 6M | +29.4% | -21.3% | +50.8% | +30.8% |
| YTD | +139.1% | -15.9% | +155.0% | +140.8% |
| 1Y | +521.0% | -15.7% | +536.7% | +524.1% |
| All | +1,563.7% | -42.2% | +1,605.9% | +1,542.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling