+20.8%
DLTR vs TMF
-29.8%
+50.6%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.6% | +4.6% |
| 7D | -1.0% | +0.6% | -1.6% | -1.0% |
| 30D | +15.7% | +16.3% | -0.6% | +14.5% |
| 3M | +4.8% | -2.7% | +7.5% | +4.8% |
| 6M | +45.6% | -13.2% | +58.8% | +46.3% |
| YTD | +11.6% | -16.7% | +28.2% | +12.3% |
| 1Y | +29.8% | -22.7% | +52.5% | +30.6% |
| 3Y | +20.8% | -26.1% | +46.9% | +20.9% |
| All | +20.8% | -29.8% | +50.6% | +20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling