+125.3%
LITE vs TTD
-65.0%
+190.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.3% | -5.1% | -0.9% |
| 7D | -13.9% | +19.9% | -33.8% | -9.8% |
| 30D | -46.9% | +27.6% | -74.6% | -42.9% |
| 3M | -28.0% | +15.2% | -43.2% | -24.5% |
| 6M | -35.2% | -33.2% | -2.0% | -39.5% |
| YTD | +58.9% | -59.4% | +118.2% | +52.7% |
| 1Y | +125.3% | -64.4% | +189.7% | +145.6% |
| All | +125.3% | -65.0% | +190.3% | +145.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling