+1,587.5%
LITE vs TD
+303.3%
+1,284.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.6% |
| 7D | -13.9% | -0.7% | -13.2% | -13.1% |
| 30D | -46.9% | +7.6% | -54.5% | -49.4% |
| 3M | -28.0% | +3.0% | -31.0% | -29.2% |
| 6M | -35.2% | +16.8% | -52.1% | -41.6% |
| YTD | +58.9% | +34.3% | +24.5% | +30.0% |
| 1Y | +125.3% | +56.0% | +69.3% | +67.2% |
| 3Y | +1,344.4% | +132.4% | +1,212.1% | +712.3% |
| 5Y | +541.2% | +103.7% | +437.5% | +288.5% |
| 10Y | +1,587.5% | +299.2% | +1,288.4% | +576.6% |
| All | +1,587.5% | +303.3% | +1,284.2% | +576.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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