+163.0%
LITE vs TDG
-8.0%
+170.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.2% | -5.7% | -4.3% |
| 7D | +10.8% | +1.7% | +9.1% | +11.1% |
| 30D | -33.4% | +9.7% | -43.1% | -32.0% |
| 3M | -32.2% | -2.3% | -29.9% | -32.2% |
| 6M | -42.1% | +1.3% | -43.4% | -41.6% |
| YTD | +61.9% | -8.5% | +70.3% | +49.5% |
| 1Y | +163.0% | -8.1% | +171.1% | +139.9% |
| All | +163.0% | -8.0% | +170.9% | +139.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling