+490.8%
LITE vs TMF
-88.0%
+578.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.2% | +5.8% | +5.7% |
| 7D | -35.9% | +1.2% | -37.1% | -35.9% |
| 30D | -51.5% | +19.7% | -71.3% | -51.8% |
| 3M | -35.7% | -2.1% | -33.6% | -35.7% |
| 6M | -43.0% | -13.4% | -29.5% | -42.7% |
| YTD | +46.1% | -16.7% | +62.9% | +47.0% |
| 1Y | +124.7% | -23.3% | +148.1% | +126.6% |
| 3Y | +1,172.1% | -24.8% | +1,196.9% | +1,169.6% |
| All | +490.8% | -88.0% | +578.8% | +445.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling