+36.2%
TMUS vs DLTR
+6.4%
+29.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.6% | +5.7% | +0.4% |
| 7D | -0.3% | -5.8% | +5.6% | 0.0% |
| 30D | +3.1% | -5.2% | +8.4% | +3.4% |
| 3M | +2.4% | +15.2% | -12.8% | +2.0% |
| 6M | -17.1% | +7.1% | -24.2% | -17.2% |
| YTD | -9.1% | +0.8% | -9.9% | -9.1% |
| 1Y | -23.6% | +24.8% | -48.4% | -24.4% |
| All | +36.2% | +6.4% | +29.8% | +32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling