+880.7%
LITE vs TXG
+20.5%
+860.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +9.7% | +1.0% | +8.1% |
| 7D | -12.9% | +5.5% | -18.4% | -13.7% |
| 30D | -46.0% | -19.3% | -26.6% | -42.4% |
| 3M | -33.0% | +25.0% | -58.1% | -37.3% |
| 6M | -34.0% | +201.2% | -235.2% | -50.9% |
| YTD | +61.7% | +298.8% | -237.1% | +10.8% |
| 1Y | +148.3% | +326.6% | -178.3% | +67.8% |
| 3Y | +1,408.5% | +78.3% | +1,330.2% | +1,034.4% |
| 5Y | +546.2% | -61.3% | +607.5% | +510.6% |
| All | +880.7% | +20.5% | +860.2% | +581.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling