+55.6%
TOST vs DLTR
+11.8%
+43.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -3.4% | +2.5% | -5.9% | -4.0% |
| 30D | -2.4% | +2.1% | -4.5% | -2.9% |
| 3M | +34.6% | +20.3% | +14.3% | +29.5% |
| 6M | +15.2% | +11.5% | +3.7% | +11.6% |
| YTD | -4.4% | +6.8% | -11.2% | -6.9% |
| 1Y | -17.4% | +31.1% | -48.5% | -22.9% |
| All | +55.6% | +11.8% | +43.8% | +35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling