+1,093.0%
DLTR vs TCOM
+2,569.4%
-1,476.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.2% | -1.3% | -4.3% |
| 7D | -10.2% | -10.2% | -0.1% | -9.4% |
| 30D | -8.5% | -16.8% | +8.3% | -7.0% |
| 3M | +5.6% | -16.7% | +22.3% | +7.2% |
| 6M | +2.2% | -27.1% | +29.3% | +4.9% |
| YTD | -3.8% | -45.5% | +41.7% | +1.1% |
| 1Y | +22.9% | -45.9% | +68.8% | +29.2% |
| 3Y | +2.0% | +9.8% | -7.7% | -0.9% |
| 5Y | +29.8% | +23.8% | +6.0% | +21.0% |
| 10Y | +45.0% | -10.8% | +55.8% | +34.8% |
| All | +1,093.0% | +2,569.4% | -1,476.4% | +660.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling