-26.5%
TMUS vs DLTR
+29.2%
-55.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.7% | -3.5% |
| 7D | +0.1% | +2.5% | -2.4% | -0.1% |
| 30D | +5.3% | +2.1% | +3.2% | +5.1% |
| 3M | +3.1% | +20.3% | -17.1% | +2.4% |
| 6M | -16.5% | +11.5% | -28.0% | -16.3% |
| YTD | -9.2% | +6.8% | -16.0% | -9.0% |
| 1Y | -26.5% | +31.1% | -57.6% | -27.2% |
| All | -26.5% | +29.2% | -55.7% | -27.2% |
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