+45.9%
TEM vs DLTR
+11.4%
+34.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.4% | -4.2% |
| 7D | -9.2% | -9.4% | +0.3% | -7.3% |
| 30D | +5.5% | -7.3% | +12.8% | +6.9% |
| 3M | +18.7% | +7.6% | +11.2% | +15.8% |
| 6M | +15.4% | +1.6% | +13.8% | +12.8% |
| YTD | -0.5% | -3.5% | +3.0% | -1.6% |
| 1Y | -24.8% | +20.0% | -44.9% | -29.0% |
| All | +45.9% | +11.4% | +34.5% | +92.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling