+556.5%
LITE vs TSLL
-53.8%
+610.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.0% |
| 7D | -13.9% | -11.0% | -2.9% | -11.4% |
| 30D | -46.9% | -5.3% | -41.6% | -46.0% |
| 3M | -28.0% | +20.8% | -48.8% | -31.1% |
| 6M | -35.2% | -36.0% | +0.8% | -30.7% |
| YTD | +58.9% | -47.3% | +106.2% | +72.6% |
| 1Y | +125.3% | -48.4% | +173.8% | +144.9% |
| 3Y | +1,344.4% | -5.4% | +1,349.9% | +1,058.1% |
| All | +556.5% | -53.8% | +610.3% | +475.7% |
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