+263.4%
TSM vs LITE
+545.8%
-282.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +2.5% |
| 7D | -2.1% | -13.9% | +11.9% | +1.9% |
| 30D | -12.5% | -46.9% | +34.4% | +2.9% |
| 3M | -5.0% | -28.0% | +23.0% | +1.3% |
| 6M | -3.2% | -35.2% | +32.0% | +3.2% |
| YTD | +31.5% | +58.9% | -27.4% | +2.0% |
| 1Y | +35.7% | +125.3% | -89.6% | -8.2% |
| 3Y | +323.5% | +1,344.4% | -1,020.9% | +34.2% |
| 5Y | +263.4% | +541.2% | -277.8% | +61.1% |
| All | +263.4% | +545.8% | -282.4% | +61.1% |
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