+43.4%
DLTR vs TD
+306.3%
-262.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.7% |
| 7D | -10.1% | -0.5% | -9.5% | -9.8% |
| 30D | -8.1% | -1.9% | -6.2% | -7.4% |
| 3M | +2.9% | +4.8% | -1.9% | +0.3% |
| 6M | +4.3% | +28.0% | -23.6% | -7.1% |
| YTD | -3.9% | +30.3% | -34.2% | -15.3% |
| 1Y | +18.9% | +59.8% | -40.9% | -4.5% |
| 3Y | +1.9% | +124.7% | -122.8% | -30.6% |
| 5Y | +31.0% | +127.0% | -96.0% | -12.2% |
| All | +43.4% | +306.3% | -262.8% | -26.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling