+2,331.0%
LITE vs TT
+887.4%
+1,443.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.6% |
| 7D | -1.5% | -0.2% | -1.3% | -1.4% |
| 30D | +6.7% | -7.4% | +14.0% | +12.9% |
| 3M | -6.8% | -3.2% | -3.6% | -4.2% |
| 6M | +29.4% | +1.1% | +28.3% | +30.3% |
| YTD | +139.1% | +15.6% | +123.5% | +119.7% |
| 1Y | +521.0% | +9.2% | +511.8% | +496.2% |
| 3Y | +1,535.3% | +124.4% | +1,410.9% | +945.6% |
| 5Y | +889.8% | +138.0% | +751.8% | +493.4% |
| All | +2,331.0% | +887.4% | +1,443.7% | +473.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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