+237.8%
TMUS vs DLTR
+76.3%
+161.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.6% | -0.3% |
| 7D | +4.9% | +5.3% | -0.4% | +4.1% |
| 30D | +7.7% | +13.4% | -5.7% | +5.7% |
| 3M | -6.8% | +6.6% | -13.4% | -7.8% |
| 6M | -9.7% | +59.1% | -68.8% | -16.0% |
| YTD | -15.0% | +12.3% | -27.2% | -17.1% |
| 1Y | -19.1% | +33.9% | -53.0% | -23.4% |
| 3Y | +21.4% | +23.0% | -1.6% | +13.8% |
| 5Y | +51.2% | +22.1% | +29.1% | +38.2% |
| All | +237.8% | +76.3% | +161.5% | +171.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling