+927.6%
LITE vs TXG
+9.4%
+918.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.8% | +1.1% | -2.4% |
| 7D | +22.6% | +1.8% | +20.8% | +22.1% |
| 30D | -36.8% | -17.7% | -19.1% | -32.8% |
| 3M | -33.0% | +2.3% | -35.3% | -33.6% |
| 6M | -37.1% | +182.5% | -219.6% | -52.2% |
| YTD | +69.5% | +262.4% | -192.9% | +19.0% |
| 1Y | +146.1% | +254.1% | -108.0% | +74.3% |
| 3Y | +1,440.8% | +66.6% | +1,374.3% | +1,081.4% |
| 5Y | +580.4% | -64.5% | +645.0% | +558.1% |
| All | +927.6% | +9.4% | +918.1% | +631.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling