+129.4%
LITE vs TD
+56.4%
+73.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.5% | +9.2% | +9.0% |
| 7D | -12.9% | -0.6% | -12.3% | -11.4% |
| 30D | -46.0% | +7.9% | -53.9% | -49.3% |
| 3M | -33.0% | +3.1% | -36.2% | -34.0% |
| 6M | -34.0% | +17.2% | -51.2% | -42.5% |
| YTD | +61.7% | +34.7% | +27.0% | +15.8% |
| All | +129.4% | +56.4% | +73.0% | +13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling