+3,406.8%
LITE vs TDG
+763.3%
+2,643.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.8% | +8.9% | +10.0% |
| 7D | -12.9% | +0.4% | -13.3% | -12.8% |
| 30D | -46.0% | +10.0% | -56.0% | -48.1% |
| 3M | -33.0% | -0.5% | -32.5% | -33.2% |
| 6M | -34.0% | +0.3% | -34.3% | -35.2% |
| YTD | +61.7% | -8.3% | +70.1% | +62.8% |
| 1Y | +148.3% | -5.1% | +153.4% | +146.7% |
| 3Y | +1,408.5% | +46.5% | +1,362.0% | +1,170.6% |
| 5Y | +546.2% | +114.1% | +432.1% | +364.0% |
| 10Y | +1,533.3% | +555.9% | +977.4% | +691.0% |
| All | +3,406.8% | +763.3% | +2,643.5% | +1,560.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling