+3,586.8%
LITE vs TMF
-79.5%
+3,666.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +2.5% | -10.3% | -7.7% |
| 7D | -31.4% | +4.0% | -35.4% | -31.2% |
| 30D | -42.6% | +19.5% | -62.0% | -41.8% |
| 3M | -26.2% | -3.5% | -22.7% | -26.2% |
| 6M | -35.8% | -10.6% | -25.2% | -36.1% |
| YTD | +70.0% | -17.1% | +87.1% | +68.6% |
| 1Y | +232.7% | -24.3% | +257.0% | +227.9% |
| 3Y | +1,365.7% | -27.2% | +1,393.0% | +1,356.2% |
| 5Y | +609.5% | -87.6% | +697.0% | +474.4% |
| 10Y | +1,721.9% | -84.8% | +1,806.7% | +1,544.7% |
| All | +3,586.8% | -79.5% | +3,666.2% | +2,943.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling