+580.4%
LITE vs TD
+103.6%
+476.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.3% |
| 7D | +22.6% | +0.6% | +22.0% | +22.2% |
| 30D | -36.8% | +5.0% | -41.7% | -38.6% |
| 3M | -33.0% | +1.1% | -34.1% | -33.2% |
| 6M | -37.1% | +16.5% | -53.5% | -43.0% |
| YTD | +69.5% | +34.3% | +35.2% | +38.4% |
| 1Y | +146.1% | +52.9% | +93.2% | +84.8% |
| 3Y | +1,440.8% | +132.2% | +1,308.6% | +767.1% |
| 5Y | +580.4% | +101.9% | +478.6% | +335.5% |
| All | +580.4% | +103.6% | +476.8% | +335.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling