+38.5%
TNA vs DLTR
+45.2%
-6.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +9.6% | -5.2% | +1.3% |
| 7D | +2.4% | +15.6% | -13.2% | -2.5% |
| 30D | -0.9% | +29.9% | -30.8% | -9.4% |
| 3M | -19.2% | +12.5% | -31.7% | -22.6% |
| 6M | -0.8% | +56.3% | -57.1% | -18.1% |
| YTD | +33.2% | +19.5% | +13.7% | +23.7% |
| 1Y | +38.5% | +44.0% | -5.5% | +1.1% |
| All | +38.5% | +45.2% | -6.7% | +1.1% |
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