+31.1%
DLTR vs TCOM
-42.5%
+73.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | +2.5% | -9.5% | +12.0% | +3.4% |
| 30D | +2.1% | -10.7% | +12.8% | +3.2% |
| 3M | +20.3% | -14.6% | +34.9% | +21.4% |
| 6M | +11.5% | -19.3% | +30.8% | +13.3% |
| YTD | +6.8% | -42.9% | +49.8% | +9.8% |
| 1Y | +31.1% | -43.8% | +74.9% | +34.4% |
| All | +31.1% | -42.5% | +73.6% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling