+82.4%
DLTR vs TMF
-82.2%
+164.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.9% | +6.5% | +2.6% |
| 7D | +5.0% | -1.1% | +6.1% | +5.0% |
| 30D | +18.7% | +11.8% | +6.9% | +19.0% |
| 3M | +8.9% | -4.0% | +12.9% | +8.7% |
| 6M | +49.4% | -16.5% | +66.0% | +48.8% |
| YTD | +14.5% | -19.9% | +34.4% | +13.9% |
| 1Y | +32.5% | -25.6% | +58.1% | +31.4% |
| 3Y | +23.4% | -29.9% | +53.3% | +23.0% |
| 5Y | +26.2% | -88.2% | +114.4% | +13.6% |
| 10Y | +82.4% | -81.7% | +164.1% | +72.3% |
| All | +82.4% | -82.2% | +164.6% | +72.3% |
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