+1,563.7%
LITE vs TD
+123.2%
+1,440.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.4% | +5.4% | +5.2% |
| 7D | -1.5% | +0.3% | -1.8% | -1.9% |
| 30D | +6.7% | +0.4% | +6.3% | +6.7% |
| 3M | -6.8% | +7.6% | -14.4% | -11.8% |
| 6M | +29.4% | +25.0% | +4.4% | +8.3% |
| YTD | +139.1% | +31.0% | +108.1% | +91.8% |
| 1Y | +521.0% | +65.2% | +455.8% | +317.4% |
| All | +1,563.7% | +123.2% | +1,440.5% | +723.8% |
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