+44.0%
DLTR vs TMF
-23.9%
+67.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.5% | +7.2% | +8.7% |
| 7D | +15.6% | +4.0% | +11.6% | +14.0% |
| 30D | +29.9% | +19.5% | +10.4% | +22.4% |
| 3M | +12.5% | -3.5% | +16.0% | +13.2% |
| 6M | +56.3% | -10.6% | +66.9% | +61.0% |
| YTD | +19.5% | -17.1% | +36.6% | +26.5% |
| 1Y | +44.0% | -24.3% | +68.3% | +51.2% |
| All | +44.0% | -23.9% | +67.9% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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