+1,563.7%
LITE vs TTD
-81.8%
+1,645.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.4% | +8.4% | +4.5% |
| 7D | -1.5% | +6.3% | -7.9% | -2.3% |
| 30D | +6.7% | -23.9% | +30.5% | +9.7% |
| 3M | -6.8% | -31.4% | +24.6% | -2.9% |
| 6M | +29.4% | -42.7% | +72.1% | +36.7% |
| YTD | +139.1% | -62.0% | +201.1% | +177.5% |
| 1Y | +521.0% | -72.2% | +593.2% | +676.1% |
| All | +1,563.7% | -81.8% | +1,645.5% | +1,828.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling