+1,402.3%
LITE vs TTD
+435.2%
+967.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.9% | +4.7% | +5.5% |
| 7D | -35.9% | +5.2% | -41.1% | -36.6% |
| 30D | -51.5% | +6.9% | -58.5% | -52.4% |
| 3M | -35.7% | -26.8% | -8.9% | -32.8% |
| 6M | -43.0% | -46.1% | +3.2% | -37.2% |
| YTD | +46.1% | -65.9% | +112.1% | +75.5% |
| 1Y | +124.7% | -71.8% | +196.5% | +182.9% |
| 3Y | +1,172.1% | -83.3% | +1,255.4% | +1,572.8% |
| 5Y | +477.0% | -81.1% | +558.2% | +556.6% |
| All | +1,402.3% | +435.2% | +967.2% | +586.4% |
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