-44.4%
TOST vs DLTR
+58.4%
-102.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.6% | -4.4% | -1.1% |
| 7D | +4.0% | -1.0% | +5.0% | +4.2% |
| 30D | +11.1% | +15.7% | -4.6% | +6.2% |
| 3M | +0.8% | +4.8% | -4.0% | -0.9% |
| 6M | +38.8% | +45.6% | -6.8% | +23.6% |
| YTD | -2.1% | +11.6% | -13.6% | -6.7% |
| 1Y | -6.0% | +29.8% | -35.8% | -14.5% |
| 3Y | +149.8% | +20.8% | +129.0% | +127.3% |
| 5Y | -42.8% | +23.5% | -66.2% | -44.9% |
| All | -44.4% | +58.4% | -102.7% | -45.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling