+146.1%
LITE vs TT
+0.9%
+145.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.4% |
| 7D | +22.6% | +8.1% | +14.5% | +11.2% |
| 30D | -36.8% | -11.3% | -25.5% | -25.7% |
| 3M | -33.0% | -11.2% | -21.8% | -21.1% |
| 6M | -37.1% | -8.9% | -28.2% | -28.1% |
| YTD | +69.5% | +9.7% | +59.7% | +66.9% |
| 1Y | +146.1% | +1.3% | +144.9% | +186.4% |
| All | +146.1% | +0.9% | +145.2% | +186.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling