+59.7%
TEM vs DLTR
+16.5%
+43.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.6% | +5.1% | +0.6% |
| 7D | +3.2% | -5.8% | +9.1% | +4.5% |
| 30D | +23.5% | -5.2% | +28.8% | +24.5% |
| 3M | +32.3% | +15.2% | +17.1% | +27.1% |
| 6M | +23.0% | +7.1% | +15.9% | +18.9% |
| YTD | +8.9% | +0.8% | +8.0% | +6.6% |
| 1Y | -19.9% | +24.8% | -44.6% | -24.9% |
| All | +59.7% | +16.5% | +43.2% | +108.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling