+95.6%
TFC vs DLTR
+45.3%
+50.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.2% |
| 7D | -2.4% | -10.1% | +7.7% | 0.0% |
| 30D | -3.4% | -8.1% | +4.8% | -1.5% |
| 3M | +0.4% | +2.9% | -2.4% | -0.6% |
| 6M | +12.7% | +4.3% | +8.3% | +10.2% |
| YTD | +5.6% | -3.9% | +9.5% | +5.1% |
| 1Y | +16.0% | +18.9% | -2.9% | +9.0% |
| 3Y | +94.0% | +1.9% | +92.1% | +83.9% |
| 5Y | +16.2% | +31.0% | -14.8% | -2.2% |
| All | +95.6% | +45.3% | +50.3% | +50.7% |
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