+125.3%
LITE vs TXG
+300.4%
-175.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -0.6% |
| 7D | -13.9% | -3.7% | -10.2% | -12.2% |
| 30D | -46.9% | -22.0% | -24.9% | -42.1% |
| 3M | -28.0% | +7.4% | -35.4% | -29.5% |
| 6M | -35.2% | +191.2% | -226.4% | -53.1% |
| YTD | +58.9% | +285.7% | -226.8% | -3.1% |
| 1Y | +125.3% | +268.3% | -143.0% | +41.7% |
| All | +125.3% | +300.4% | -175.1% | +41.7% |
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