+602.7%
LITE vs TSLL
-51.4%
+654.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -6.3% | -1.5% | -6.5% |
| 7D | -31.4% | -9.4% | -22.0% | -30.0% |
| 30D | -42.6% | +1.6% | -44.2% | -42.6% |
| 3M | -26.2% | +29.4% | -55.6% | -30.7% |
| 6M | -35.8% | -20.1% | -15.6% | -34.6% |
| YTD | +70.0% | -44.5% | +114.5% | +82.1% |
| 1Y | +232.7% | -46.0% | +278.8% | +257.2% |
| 3Y | +1,365.7% | -4.3% | +1,370.0% | +1,066.0% |
| All | +602.7% | -51.4% | +654.1% | +507.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 10y: compounded portfolio wealth divided by compounded TSLL 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…
10y analysis · Full analysis span regression · 6 months rolling