+788.8%
DLTR vs TRI
+507.2%
+281.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.9% | -2.7% | -4.0% |
| 7D | -10.2% | -8.4% | -1.9% | -8.0% |
| 30D | -8.5% | -6.5% | -2.0% | -6.9% |
| 3M | +5.6% | +18.6% | -13.0% | -0.4% |
| 6M | +2.2% | -10.4% | +12.6% | +3.7% |
| YTD | -3.8% | -23.7% | +19.9% | +1.3% |
| 1Y | +22.9% | -42.5% | +65.4% | +41.0% |
| 3Y | +2.0% | -19.3% | +21.3% | +2.9% |
| 5Y | +29.8% | -9.7% | +39.5% | +25.2% |
| 10Y | +45.0% | +194.4% | -149.4% | -5.8% |
| All | +788.8% | +507.2% | +281.6% | +249.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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