+31.5%
DLTR vs THC
+254.2%
-222.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.5% |
| 7D | -9.4% | 0.0% | -9.4% | -9.5% |
| 30D | -7.3% | +1.5% | -8.9% | -7.6% |
| 3M | +7.6% | +59.9% | -52.3% | -0.4% |
| 6M | +1.6% | +11.0% | -9.4% | -0.7% |
| YTD | -3.5% | +32.6% | -36.1% | -8.6% |
| 1Y | +20.0% | +37.4% | -17.3% | +12.7% |
| 3Y | +2.3% | +252.5% | -250.3% | -21.5% |
| 5Y | +31.5% | +262.3% | -230.8% | +2.8% |
| All | +31.5% | +254.2% | -222.7% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 5y: compounded portfolio wealth divided by compounded THC 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…
5y analysis · Full analysis span regression · 6 months rolling