+966.1%
LITE vs TXG
+14.9%
+951.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.4% | +12.0% | +11.0% |
| 7D | +3.4% | -8.1% | +11.5% | +6.3% |
| 30D | -34.9% | -17.5% | -17.4% | -31.0% |
| 3M | -21.0% | +6.1% | -27.1% | -22.5% |
| 6M | -38.5% | +202.7% | -241.1% | -54.1% |
| YTD | +75.8% | +280.4% | -204.6% | +21.9% |
| 1Y | +156.7% | +274.0% | -117.3% | +79.2% |
| 3Y | +1,498.6% | +74.9% | +1,423.7% | +1,109.9% |
| 5Y | +610.9% | -63.0% | +673.9% | +579.7% |
| All | +966.1% | +14.9% | +951.2% | +649.5% |
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