+446.1%
LITE vs TMF
-87.8%
+533.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +0.6% | -19.2% | -18.7% |
| 7D | -44.6% | +2.7% | -47.3% | -44.6% |
| 30D | -55.0% | +19.3% | -74.4% | -55.2% |
| 3M | -38.3% | -3.7% | -34.6% | -38.2% |
| 6M | -48.8% | -11.3% | -37.4% | -48.5% |
| YTD | +38.3% | -16.6% | +54.9% | +39.1% |
| 1Y | +119.0% | -21.1% | +140.1% | +120.7% |
| 3Y | +1,092.0% | -26.8% | +1,118.8% | +1,090.7% |
| 5Y | +446.1% | -88.0% | +534.1% | +402.3% |
| All | +446.1% | -87.8% | +533.9% | +402.3% |
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