+1,331.0%
LITE vs TTMI
+408.7%
+922.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | +1.2% |
| 7D | -13.9% | -11.5% | -2.4% | -5.6% |
| 30D | -46.9% | -40.3% | -6.6% | -25.3% |
| 3M | -28.0% | -44.5% | +16.5% | +6.8% |
| 6M | -35.2% | -54.1% | +18.9% | +7.7% |
| YTD | +58.9% | +4.7% | +54.2% | +40.1% |
| 1Y | +125.3% | +3.3% | +122.0% | +100.7% |
| All | +1,331.0% | +408.7% | +922.3% | +346.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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