+232.7%
LITE vs TXG
+406.9%
-174.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +3.4% | -11.3% | -8.9% |
| 7D | -31.4% | -19.3% | -12.2% | -26.9% |
| 30D | -42.6% | -30.9% | -11.7% | -37.2% |
| 3M | -26.2% | +41.1% | -67.3% | -34.3% |
| 6M | -35.8% | +211.9% | -247.7% | -54.0% |
| YTD | +70.0% | +314.0% | -243.9% | +8.4% |
| 1Y | +232.7% | +405.4% | -172.6% | +96.1% |
| All | +232.7% | +406.9% | -174.2% | +96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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