+839.0%
LITE vs TPG
+78.6%
+760.4%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.9% | +5.0% | +3.1% |
| 7D | +13.6% | -6.5% | +20.1% | +17.3% |
| 30D | +21.6% | +0.1% | +21.5% | +19.7% |
| 3M | +20.3% | +14.5% | +5.8% | +9.5% |
| 6M | +54.4% | +17.3% | +37.0% | +37.1% |
| YTD | +168.3% | -20.5% | +188.8% | +192.2% |
| 1Y | +551.8% | -13.2% | +565.0% | +569.7% |
| 3Y | +1,891.5% | +87.7% | +1,803.8% | +1,322.7% |
| All | +839.0% | +78.6% | +760.4% | +555.0% |
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