+471.5%
LITE vs TSLL
-62.0%
+533.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -21.9% | +3.2% | -14.0% |
| 7D | -44.6% | -28.9% | -15.7% | -40.2% |
| 30D | -55.0% | -21.4% | -33.6% | -52.4% |
| 3M | -38.3% | +5.0% | -43.3% | -39.1% |
| 6M | -48.8% | -36.6% | -12.2% | -45.0% |
| YTD | +38.3% | -56.6% | +94.9% | +56.6% |
| 1Y | +119.0% | -60.9% | +179.9% | +151.8% |
| 3Y | +1,092.0% | -25.2% | +1,117.2% | +903.2% |
| All | +471.5% | -62.0% | +533.5% | +422.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling