+1,358.0%
LITE vs TD
+132.8%
+1,225.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | +10.8% | +1.1% | +9.7% | +9.9% |
| 30D | -33.4% | +5.2% | -38.6% | -35.6% |
| 3M | -32.2% | +1.2% | -33.5% | -32.4% |
| 6M | -42.1% | +17.7% | -59.8% | -48.6% |
| YTD | +61.9% | +34.2% | +27.6% | +28.6% |
| 1Y | +163.0% | +55.4% | +107.6% | +86.9% |
| 3Y | +1,358.0% | +130.4% | +1,227.6% | +632.5% |
| All | +1,358.0% | +132.8% | +1,225.2% | +632.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling