+96.0%
TFC vs DLTR
+21.5%
+74.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.6% |
| 7D | +2.3% | +5.3% | -3.0% | +1.4% |
| 30D | +10.8% | +13.4% | -2.6% | +8.7% |
| 3M | -3.8% | +6.6% | -10.4% | -4.9% |
| 6M | +9.6% | +59.1% | -49.5% | +1.3% |
| YTD | +5.8% | +12.3% | -6.5% | +3.1% |
| 1Y | +16.2% | +33.9% | -17.7% | +9.7% |
| 3Y | +96.0% | +23.0% | +73.0% | +74.8% |
| All | +96.0% | +21.5% | +74.5% | +74.8% |
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 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