+1,414.6%
TFC vs DLTR
+11,640.8%
-10,226.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +2.4% | +2.5% | 0.0% | +1.9% |
| 30D | -1.3% | +2.1% | -3.4% | -1.8% |
| 3M | +6.1% | +20.3% | -14.2% | +2.0% |
| 6M | +7.3% | +11.5% | -4.2% | +4.1% |
| YTD | +8.2% | +6.8% | +1.4% | +5.5% |
| 1Y | +14.4% | +31.1% | -16.7% | +6.8% |
| 3Y | +93.7% | +10.7% | +83.0% | +81.9% |
| 5Y | +16.4% | +41.6% | -25.2% | +1.7% |
| 10Y | +101.6% | +58.1% | +43.4% | +66.9% |
| All | +1,414.6% | +11,640.8% | -10,226.2% | +575.1% |
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 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