+1,870.5%
LITE vs TDG
+50.9%
+1,819.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.5% | +12.5% | +11.5% |
| 7D | +12.6% | -0.9% | +13.5% | +12.9% |
| 30D | +9.9% | -6.5% | +16.5% | +12.3% |
| 3M | +9.3% | -5.1% | +14.4% | +9.6% |
| 6M | +75.2% | -11.5% | +86.8% | +80.5% |
| YTD | +165.5% | -13.9% | +179.4% | +173.8% |
| 1Y | +555.0% | -11.5% | +566.4% | +559.9% |
| 3Y | +1,870.5% | +53.7% | +1,816.8% | +1,559.8% |
| All | +1,870.5% | +50.9% | +1,819.5% | +1,559.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling