+1,533.3%
LITE vs TD
+311.5%
+1,221.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.5% | +9.2% | +9.6% |
| 7D | -12.9% | -0.6% | -12.3% | -12.1% |
| 30D | -46.0% | +7.9% | -53.9% | -48.6% |
| 3M | -33.0% | +3.1% | -36.2% | -34.2% |
| 6M | -34.0% | +17.2% | -51.2% | -40.6% |
| YTD | +61.7% | +34.7% | +27.0% | +32.1% |
| 1Y | +148.3% | +56.9% | +91.4% | +83.6% |
| 3Y | +1,408.5% | +134.7% | +1,273.8% | +743.8% |
| 5Y | +546.2% | +104.8% | +441.4% | +290.5% |
| 10Y | +1,533.3% | +305.8% | +1,227.5% | +593.5% |
| All | +1,533.3% | +311.5% | +1,221.9% | +593.5% |
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