+5,083.9%
LITE vs TD
+365.4%
+4,718.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.4% | +5.4% | +4.9% |
| 7D | -1.5% | +0.3% | -1.8% | -1.8% |
| 30D | +6.7% | +0.4% | +6.3% | +6.7% |
| 3M | -6.8% | +7.6% | -14.4% | -10.7% |
| 6M | +29.4% | +25.0% | +4.4% | +12.9% |
| YTD | +139.1% | +31.0% | +108.1% | +101.8% |
| 1Y | +521.0% | +65.2% | +455.8% | +355.5% |
| 3Y | +1,535.3% | +122.5% | +1,412.8% | +891.0% |
| 5Y | +889.8% | +124.8% | +765.0% | +489.2% |
| 10Y | +2,400.7% | +298.2% | +2,102.5% | +1,063.8% |
| All | +5,083.9% | +365.4% | +4,718.5% | +2,183.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling