+446.1%
LITE vs TTD
-82.4%
+528.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.2% | -15.5% | -18.2% |
| 7D | -44.6% | -1.9% | -42.7% | -44.4% |
| 30D | -55.0% | +7.5% | -62.5% | -55.6% |
| 3M | -38.3% | -32.4% | -5.9% | -35.2% |
| 6M | -48.8% | -47.9% | -0.8% | -44.1% |
| YTD | +38.3% | -66.3% | +104.5% | +62.5% |
| 1Y | +119.0% | -73.1% | +192.1% | +171.3% |
| 3Y | +1,092.0% | -83.8% | +1,175.8% | +1,413.6% |
| 5Y | +446.1% | -81.3% | +527.4% | +535.0% |
| All | +446.1% | -82.4% | +528.5% | +535.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling