+2,898.2%
LITE vs TD
+374.2%
+2,524.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -4.0% | -14.7% | -16.1% |
| 7D | -44.6% | -3.2% | -41.3% | -43.2% |
| 30D | -55.0% | +4.9% | -59.9% | -56.3% |
| 3M | -38.3% | +2.3% | -40.6% | -39.0% |
| 6M | -48.8% | +17.8% | -66.5% | -53.7% |
| YTD | +38.3% | +33.5% | +4.8% | +15.4% |
| 1Y | +119.0% | +55.9% | +63.1% | +66.5% |
| 3Y | +1,092.0% | +131.5% | +960.5% | +605.0% |
| 5Y | +446.1% | +103.3% | +342.7% | +245.6% |
| 10Y | +1,381.7% | +308.6% | +1,073.1% | +581.6% |
| All | +2,898.2% | +374.2% | +2,524.0% | +1,205.9% |
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