-18.3%
TOST vs DLTR
+22.8%
-41.1%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.6% | +3.7% | -0.1% |
| 7D | -0.9% | -5.8% | +4.9% | +1.0% |
| 30D | -3.5% | -5.2% | +1.8% | -1.8% |
| 3M | +38.1% | +15.2% | +23.0% | +32.4% |
| 6M | +9.9% | +7.1% | +2.8% | +6.1% |
| YTD | -6.3% | +0.8% | -7.1% | -9.0% |
| 1Y | -18.3% | +24.8% | -43.1% | -30.6% |
| All | -18.3% | +22.8% | -41.1% | -30.6% |
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 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