-0.8%
TOST vs DLTR
+45.2%
-46.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +9.6% | -4.2% | +2.2% |
| 7D | +10.7% | +15.6% | -4.8% | +5.5% |
| 30D | +17.7% | +29.9% | -12.1% | +8.0% |
| 3M | +4.6% | +12.5% | -7.8% | +0.3% |
| 6M | +20.3% | +56.3% | -36.0% | +4.4% |
| YTD | -0.4% | +19.5% | -19.9% | -9.5% |
| 1Y | -0.8% | +44.0% | -44.8% | -25.0% |
| All | -0.8% | +45.2% | -46.0% | -25.0% |
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