+46.6%
TEM vs DLTR
+11.0%
+35.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | -8.7% | -10.1% | +1.4% | -6.7% |
| 30D | +8.1% | -8.1% | +16.2% | +9.7% |
| 3M | +19.0% | +2.9% | +16.1% | +17.3% |
| 6M | +12.0% | +4.3% | +7.7% | +9.0% |
| YTD | -0.1% | -3.9% | +3.9% | -1.1% |
| 1Y | -33.5% | +18.9% | -52.4% | -37.0% |
| All | +46.6% | +11.0% | +35.6% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 10y: compounded portfolio wealth divided by compounded DLTR 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…
10y analysis · Full analysis span regression · 6 months rolling