-24.7%
TMUS vs DLTR
+21.9%
-46.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -5.8% | -9.4% | +3.7% | -5.1% |
| 30D | -0.2% | -7.3% | +7.1% | +0.3% |
| 3M | -4.0% | +7.6% | -11.5% | -3.8% |
| 6M | -18.1% | +1.6% | -19.7% | -17.4% |
| YTD | -11.3% | -3.5% | -7.8% | -10.5% |
| 1Y | -24.7% | +20.0% | -44.8% | -25.5% |
| All | -24.7% | +21.9% | -46.6% | -25.5% |
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