-21.2%
TMUS vs DLTR
+45.2%
-66.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.6% | -6.6% | +1.9% |
| 7D | +7.5% | +15.6% | -8.1% | +5.7% |
| 30D | -3.3% | +29.9% | -33.2% | -5.6% |
| 3M | -9.7% | +12.5% | -22.1% | -11.0% |
| 6M | -17.2% | +56.3% | -73.5% | -18.6% |
| YTD | -20.3% | +19.5% | -39.8% | -21.1% |
| 1Y | -21.2% | +44.0% | -65.2% | -23.7% |
| All | -21.2% | +45.2% | -66.4% | -23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling