+93.0%
TFC vs DLTR
+1.6%
+91.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.8% | 0.0% |
| 7D | -1.3% | -10.2% | +9.0% | +0.4% |
| 30D | -2.3% | -8.5% | +6.1% | -1.0% |
| 3M | +2.5% | +5.6% | -3.1% | +1.3% |
| 6M | +9.5% | +2.2% | +7.3% | +8.4% |
| YTD | +5.1% | -3.8% | +8.8% | +4.9% |
| 1Y | +15.5% | +22.9% | -7.5% | +9.7% |
| All | +93.0% | +1.6% | +91.4% | +71.5% |
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