+456.0%
LITE vs TPG
+80.3%
+375.7%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.5% |
| 7D | -13.9% | +2.0% | -15.9% | -14.3% |
| 30D | -46.9% | +9.1% | -56.0% | -49.5% |
| 3M | -28.0% | +1.0% | -29.0% | -29.8% |
| 6M | -35.2% | +13.3% | -48.6% | -41.2% |
| YTD | +58.9% | -19.8% | +78.6% | +71.4% |
| 1Y | +125.3% | -6.2% | +131.6% | +120.5% |
| 3Y | +1,344.4% | +75.4% | +1,269.1% | +958.5% |
| All | +456.0% | +80.3% | +375.7% | +284.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 5y: compounded portfolio wealth divided by compounded TPG 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…
5y analysis · Full analysis span regression · 6 months rolling