+33.2%
DLTR vs TMF
-87.6%
+120.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.5% | -5.6% |
| 7D | -5.8% | +1.0% | -6.8% | -5.8% |
| 30D | -5.2% | -1.8% | -3.4% | -5.2% |
| 3M | +15.2% | -8.2% | +23.4% | +15.3% |
| 6M | +7.1% | -19.5% | +26.6% | +7.2% |
| YTD | +0.8% | -16.0% | +16.8% | +0.9% |
| 1Y | +24.8% | -22.5% | +47.3% | +24.9% |
| 3Y | +6.9% | -42.3% | +49.2% | +6.6% |
| 5Y | +33.2% | -87.7% | +120.9% | +18.6% |
| All | +33.2% | -87.6% | +120.9% | +18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling