+1,568.0%
LITE vs TTD
+505.0%
+1,063.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.2% | -0.4% | -2.9% |
| 7D | +22.6% | +20.8% | +1.8% | +17.9% |
| 30D | -36.8% | +27.1% | -63.9% | -40.0% |
| 3M | -33.0% | +14.7% | -47.7% | -35.7% |
| 6M | -37.1% | -26.8% | -10.2% | -35.0% |
| YTD | +69.5% | -59.2% | +128.7% | +96.0% |
| 1Y | +146.1% | -64.7% | +210.8% | +195.2% |
| 3Y | +1,440.8% | -75.8% | +1,516.7% | +1,770.3% |
| 5Y | +580.4% | -84.6% | +665.0% | +736.6% |
| All | +1,568.0% | +505.0% | +1,063.0% | +677.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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