-12.6%
TOST vs DLTR
+33.3%
-45.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.4% |
| 7D | -4.7% | +2.4% | -7.1% | -5.4% |
| 30D | +8.5% | +21.5% | -13.0% | +2.2% |
| 3M | -1.6% | +9.8% | -11.4% | -4.7% |
| 6M | +44.1% | +58.6% | -14.5% | +26.5% |
| YTD | -5.6% | +14.8% | -20.4% | -13.3% |
| 1Y | -12.6% | +33.0% | -45.6% | -27.9% |
| All | -12.6% | +33.3% | -45.9% | -27.9% |
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