+883.7%
DLTR vs TMF
-70.3%
+954.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | -2.8% | -3.4% | +0.6% | -2.9% |
| 30D | +21.5% | +11.5% | +10.0% | +22.1% |
| 3M | +11.6% | -4.5% | +16.1% | +11.3% |
| 6M | +58.7% | -15.0% | +73.7% | +57.4% |
| YTD | +16.2% | -19.9% | +36.0% | +14.9% |
| 1Y | +34.8% | -26.6% | +61.4% | +32.7% |
| 3Y | +25.3% | -29.8% | +55.1% | +24.1% |
| 5Y | +25.8% | -88.2% | +114.0% | +11.4% |
| 10Y | +83.7% | -81.4% | +165.0% | +73.9% |
| All | +883.7% | -70.3% | +954.0% | +940.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling