+146.1%
LITE vs TD
+54.6%
+91.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.2% |
| 7D | +22.6% | +0.6% | +22.0% | +21.9% |
| 30D | -36.8% | +5.0% | -41.7% | -38.8% |
| 3M | -33.0% | +1.1% | -34.1% | -32.6% |
| 6M | -37.1% | +16.5% | -53.5% | -44.8% |
| YTD | +69.5% | +34.3% | +35.2% | +20.8% |
| 1Y | +146.1% | +52.9% | +93.2% | +29.1% |
| All | +146.1% | +54.6% | +91.5% | +29.1% |
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