+804.7%
DLTR vs TMF
-68.9%
+873.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | +2.5% | -1.4% | +3.9% | +2.4% |
| 30D | +2.1% | -2.8% | +4.9% | +1.9% |
| 3M | +20.3% | -10.9% | +31.2% | +19.6% |
| 6M | +11.5% | -21.3% | +32.8% | +10.1% |
| YTD | +6.8% | -15.9% | +22.7% | +5.9% |
| 1Y | +31.1% | -15.7% | +46.8% | +30.1% |
| 3Y | +10.7% | -43.4% | +54.0% | +8.3% |
| 5Y | +41.6% | -87.8% | +129.4% | +25.7% |
| 10Y | +58.1% | -86.7% | +144.9% | +45.5% |
| All | +804.7% | -68.9% | +873.5% | +859.6% |
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 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