-48.1%
TOST vs DLTR
+36.6%
-84.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.6% | +2.0% | -1.2% |
| 7D | -4.7% | -10.2% | +5.6% | -1.7% |
| 30D | -9.1% | -8.5% | -0.6% | -6.8% |
| 3M | +29.8% | +5.6% | +24.2% | +27.8% |
| 6M | +10.0% | +2.2% | +7.8% | +8.5% |
| YTD | -8.6% | -3.8% | -4.9% | -8.9% |
| 1Y | -20.7% | +22.9% | -43.6% | -26.5% |
| 3Y | +55.7% | +2.0% | +53.7% | +49.7% |
| All | -48.1% | +36.6% | -84.7% | -47.0% |
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 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