+1,587.5%
LITE vs TDG
+554.4%
+1,033.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.0% |
| 7D | -13.9% | +1.4% | -15.4% | -14.2% |
| 30D | -46.9% | +10.6% | -57.5% | -49.2% |
| 3M | -28.0% | +0.2% | -28.2% | -28.4% |
| 6M | -35.2% | +0.9% | -36.1% | -36.6% |
| YTD | +58.9% | -7.8% | +66.7% | +59.6% |
| 1Y | +125.3% | -4.9% | +130.2% | +123.5% |
| 3Y | +1,344.4% | +44.5% | +1,300.0% | +1,110.7% |
| 5Y | +541.2% | +117.7% | +423.4% | +348.4% |
| 10Y | +1,587.5% | +565.8% | +1,021.7% | +632.2% |
| All | +1,587.5% | +554.4% | +1,033.2% | +632.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 10y: compounded portfolio wealth divided by compounded TDG 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…
10y analysis · Full analysis span regression · 6 months rolling