+45.0%
DLTR vs TMF
-86.2%
+131.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.7% | -2.9% | -4.6% |
| 7D | -10.2% | -0.9% | -9.4% | -10.3% |
| 30D | -8.5% | -1.0% | -7.5% | -8.5% |
| 3M | +5.6% | -11.3% | +16.8% | +5.3% |
| 6M | +2.2% | -22.7% | +24.9% | +1.5% |
| YTD | -3.8% | -17.3% | +13.6% | -4.2% |
| 1Y | +22.9% | -22.5% | +45.4% | +22.2% |
| 3Y | +2.0% | -43.2% | +45.3% | +0.8% |
| 5Y | +29.8% | -88.3% | +118.1% | +17.3% |
| 10Y | +45.0% | -86.0% | +131.1% | +38.4% |
| All | +45.0% | -86.2% | +131.2% | +38.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling