+224.7%
TSM vs LITE
+468.9%
-244.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -18.7% | +7.9% | -5.5% |
| 7D | -18.2% | -44.6% | +26.3% | -4.3% |
| 30D | -26.8% | -55.0% | +28.2% | -9.7% |
| 3M | -14.5% | -38.3% | +23.8% | -4.9% |
| 6M | -10.0% | -48.8% | +38.7% | +2.5% |
| YTD | +17.1% | +38.3% | -21.2% | -5.5% |
| 1Y | +21.5% | +119.0% | -97.5% | -17.6% |
| 3Y | +300.4% | +1,092.0% | -791.6% | +34.7% |
| 5Y | +224.7% | +446.1% | -221.4% | +48.2% |
| All | +224.7% | +468.9% | -244.1% | +48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling