+16.0%
TFC vs DLTR
+29.9%
-13.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.3% |
| 7D | -2.5% | -9.4% | +7.0% | -0.7% |
| 30D | -2.8% | -7.3% | +4.5% | -1.6% |
| 3M | +2.1% | +7.6% | -5.4% | +0.5% |
| 6M | +10.1% | +1.6% | +8.5% | +8.9% |
| YTD | +5.4% | -3.5% | +9.0% | +5.1% |
| 1Y | +16.3% | +20.0% | -3.7% | +10.6% |
| 3Y | +95.9% | +2.3% | +93.6% | +89.0% |
| 5Y | +16.0% | +31.5% | -15.5% | +9.1% |
| All | +16.0% | +29.9% | -13.9% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling