+1,670.7%
LITE vs TD
+302.8%
+1,367.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.3% | +10.3% | +10.4% |
| 7D | +3.4% | -3.1% | +6.5% | +6.3% |
| 30D | -34.9% | +6.7% | -41.6% | -37.5% |
| 3M | -21.0% | +3.1% | -24.1% | -22.3% |
| 6M | -38.5% | +17.6% | -56.1% | -44.7% |
| YTD | +75.8% | +34.8% | +41.0% | +43.5% |
| 1Y | +156.7% | +55.6% | +101.1% | +90.7% |
| 3Y | +1,498.6% | +133.1% | +1,365.5% | +796.2% |
| 5Y | +610.9% | +104.7% | +506.2% | +329.0% |
| 10Y | +1,670.7% | +303.6% | +1,367.1% | +529.7% |
| All | +1,670.7% | +302.8% | +1,367.9% | +529.7% |
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