+1.9%
DLTR vs TCOM
+8.0%
-6.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | -10.1% | -4.9% | -5.2% | -9.8% |
| 30D | -8.1% | -14.4% | +6.3% | -7.2% |
| 3M | +2.9% | -17.7% | +20.5% | +4.0% |
| 6M | +4.3% | -25.1% | +29.4% | +6.1% |
| YTD | -3.9% | -45.7% | +41.8% | -0.8% |
| 1Y | +18.9% | -47.9% | +66.8% | +23.1% |
| 3Y | +1.9% | +8.9% | -7.0% | +3.9% |
| All | +1.9% | +8.0% | -6.1% | +3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling