+232.7%
LITE vs TNA
+37.5%
+195.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +4.4% | -12.3% | -11.1% |
| 7D | -31.4% | +2.4% | -33.8% | -32.8% |
| 30D | -42.6% | -0.9% | -41.7% | -42.3% |
| 3M | -26.2% | -19.2% | -7.0% | -13.7% |
| 6M | -35.8% | -0.8% | -34.9% | -34.8% |
| YTD | +70.0% | +33.2% | +36.8% | +26.5% |
| 1Y | +232.7% | +38.5% | +194.2% | +141.9% |
| All | +232.7% | +37.5% | +195.3% | +141.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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