+2,614.7%
LITE vs TDG
+529.3%
+2,085.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.7% |
| 7D | +13.6% | -2.4% | +16.0% | +14.6% |
| 30D | +21.6% | -8.0% | +29.6% | +25.3% |
| 3M | +20.3% | -10.5% | +30.8% | +24.4% |
| 6M | +54.4% | -11.9% | +66.3% | +59.2% |
| YTD | +168.3% | -15.4% | +183.7% | +179.4% |
| 1Y | +551.8% | -14.2% | +566.0% | +572.9% |
| 3Y | +1,891.5% | +51.0% | +1,840.5% | +1,534.0% |
| 5Y | +1,014.7% | +126.5% | +888.3% | +670.4% |
| 10Y | +2,614.7% | +535.6% | +2,079.2% | +1,052.6% |
| All | +2,614.7% | +529.3% | +2,085.5% | +1,052.6% |
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