+76.3%
DLTR vs TMF
-82.1%
+158.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -2.3% |
| 7D | +5.3% | -9.3% | +14.6% | +5.1% |
| 30D | +13.4% | +1.9% | +11.5% | +13.5% |
| 3M | +6.6% | -11.2% | +17.8% | +6.3% |
| 6M | +59.1% | -17.7% | +76.8% | +58.4% |
| YTD | +12.3% | -24.5% | +36.7% | +11.5% |
| 1Y | +33.9% | -29.4% | +63.3% | +32.7% |
| 3Y | +23.0% | -33.4% | +56.4% | +22.5% |
| 5Y | +22.1% | -88.7% | +110.8% | +10.0% |
| All | +76.3% | -82.1% | +158.3% | +64.2% |
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 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