+490.8%
LITE vs TD
+101.6%
+389.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.6% | +6.2% | +6.1% |
| 7D | -35.9% | -1.7% | -34.2% | -34.9% |
| 30D | -51.5% | +8.2% | -59.8% | -54.0% |
| 3M | -35.7% | +1.7% | -37.4% | -36.2% |
| 6M | -43.0% | +14.2% | -57.2% | -47.8% |
| YTD | +46.1% | +32.8% | +13.4% | +20.2% |
| 1Y | +124.7% | +55.5% | +69.2% | +66.8% |
| 3Y | +1,172.1% | +129.6% | +1,042.4% | +621.0% |
| All | +490.8% | +101.6% | +389.2% | +280.1% |
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 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