+36.0%
TSM vs LITE
+233.7%
-197.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.9% | +5.6% | -0.8% |
| 7D | -10.0% | -31.4% | +21.5% | -3.7% |
| 30D | -18.5% | -42.6% | +24.1% | -10.3% |
| 3M | -4.9% | -26.2% | +21.3% | -0.7% |
| 6M | -1.0% | -35.8% | +34.8% | +3.8% |
| YTD | +31.3% | +70.0% | -38.8% | +21.7% |
| 1Y | +36.0% | +232.7% | -196.7% | +16.6% |
| All | +36.0% | +233.7% | -197.7% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LITE.
Daily Out/Under-Performance
Portfolio return minus LITE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LITE 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 1y: compounded portfolio wealth divided by compounded LITE 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…
1y analysis · Full analysis span regression · 6 months rolling