+302.0%
TRV vs DLTR
+45.3%
+256.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.1% |
| 7D | +1.9% | -10.1% | +12.0% | +3.7% |
| 30D | +1.7% | -8.1% | +9.8% | +3.0% |
| 3M | +23.9% | +2.9% | +21.0% | +23.0% |
| 6M | +26.3% | +4.3% | +21.9% | +24.3% |
| YTD | +30.8% | -3.9% | +34.7% | +30.3% |
| 1Y | +36.3% | +18.9% | +17.4% | +30.2% |
| 3Y | +145.0% | +1.9% | +143.1% | +134.6% |
| 5Y | +163.9% | +31.0% | +132.9% | +122.1% |
| All | +302.0% | +45.3% | +256.7% | +211.9% |
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 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