+76.5%
TNA vs DLTR
+45.3%
+31.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | -7.3% | -10.1% | +2.8% | -0.9% |
| 30D | -14.2% | -8.1% | -6.1% | -9.9% |
| 3M | -4.6% | +2.9% | -7.4% | -7.6% |
| 6M | +36.9% | +4.3% | +32.6% | +28.4% |
| YTD | +42.5% | -3.9% | +46.5% | +40.0% |
| 1Y | +45.8% | +18.9% | +26.9% | +23.6% |
| 3Y | +104.7% | +1.9% | +102.7% | +80.5% |
| 5Y | -21.7% | +31.0% | -52.7% | -46.0% |
| All | +76.5% | +45.3% | +31.3% | +6.6% |
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