+1,172.1%
LITE vs TTD
-83.7%
+1,255.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.9% | +4.7% | +5.6% |
| 7D | -35.9% | +5.2% | -41.1% | -36.2% |
| 30D | -51.5% | +6.9% | -58.5% | -51.8% |
| 3M | -35.7% | -26.8% | -8.9% | -34.1% |
| 6M | -43.0% | -46.1% | +3.2% | -39.2% |
| YTD | +46.1% | -65.9% | +112.1% | +70.1% |
| 1Y | +124.7% | -71.8% | +196.5% | +174.8% |
| 3Y | +1,172.1% | -83.3% | +1,255.4% | +1,400.1% |
| All | +1,172.1% | -83.7% | +1,255.8% | +1,400.1% |
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 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