+3,068.2%
LITE vs TTMI
+612.9%
+2,455.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +6.9% | -1.2% | +1.9% |
| 7D | -35.9% | -19.8% | -16.1% | -26.8% |
| 30D | -51.5% | -48.1% | -3.4% | -31.2% |
| 3M | -35.7% | -51.2% | +15.5% | -5.2% |
| 6M | -43.0% | -59.6% | +16.6% | -7.6% |
| YTD | +46.1% | -3.6% | +49.7% | +48.9% |
| 1Y | +124.7% | -2.3% | +127.1% | +129.0% |
| 3Y | +1,172.1% | +369.4% | +802.7% | +534.5% |
| 5Y | +477.0% | +365.4% | +111.6% | +172.6% |
| 10Y | +1,465.7% | +413.2% | +1,052.5% | +581.9% |
| All | +3,068.2% | +612.9% | +2,455.3% | +1,185.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling