+41.9%
TMUS vs DLTR
+27.2%
+14.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.6% | +2.2% | -2.0% |
| 7D | -5.3% | -10.2% | +4.9% | -4.4% |
| 30D | +0.1% | -8.5% | +8.6% | +0.9% |
| 3M | -0.6% | +5.6% | -6.2% | -1.1% |
| 6M | -17.5% | +2.2% | -19.7% | -17.8% |
| YTD | -11.3% | -3.8% | -7.5% | -11.2% |
| 1Y | -25.4% | +22.9% | -48.3% | -27.2% |
| 3Y | +35.5% | +2.0% | +33.5% | +33.4% |
| 5Y | +41.9% | +29.8% | +12.1% | +37.2% |
| All | +41.9% | +27.2% | +14.8% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling