+232.7%
LITE vs TMO
+26.9%
+205.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.1% | -9.0% | -7.7% |
| 7D | -31.4% | +0.3% | -31.7% | -31.5% |
| 30D | -42.6% | +4.3% | -46.9% | -42.1% |
| 3M | -26.2% | +25.1% | -51.4% | -22.1% |
| 6M | -35.8% | +52.9% | -88.7% | -29.9% |
| YTD | +70.0% | +22.2% | +47.8% | +93.2% |
| 1Y | +232.7% | +25.4% | +207.4% | +269.9% |
| All | +232.7% | +26.9% | +205.8% | +269.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 1y: compounded portfolio wealth divided by compounded TMO 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…
1y analysis · Full analysis span regression · 6 months rolling