+1,164.1%
LITE vs TTD
+345.6%
+818.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.2% | -15.5% | -18.0% |
| 7D | -44.6% | -1.9% | -42.7% | -44.3% |
| 30D | -55.0% | +7.5% | -62.5% | -55.8% |
| 3M | -38.3% | -32.4% | -5.9% | -34.4% |
| 6M | -48.8% | -47.9% | -0.8% | -43.2% |
| YTD | +38.3% | -66.3% | +104.5% | +66.0% |
| 1Y | +119.0% | -73.1% | +192.1% | +178.0% |
| 3Y | +1,092.0% | -83.8% | +1,175.8% | +1,474.1% |
| 5Y | +446.1% | -81.3% | +527.4% | +522.8% |
| 10Y | +1,381.7% | +436.7% | +945.0% | +627.7% |
| All | +1,164.1% | +345.6% | +818.6% | +534.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling