+140.0%
TRV vs DLTR
+1.8%
+138.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -1.5% | -9.4% | +8.0% | -1.1% |
| 30D | -1.8% | -7.3% | +5.5% | -1.5% |
| 3M | +21.6% | +7.6% | +14.0% | +21.2% |
| 6M | +22.5% | +1.6% | +20.9% | +22.3% |
| YTD | +28.1% | -3.5% | +31.7% | +28.1% |
| 1Y | +37.0% | +20.0% | +17.0% | +35.4% |
| All | +140.0% | +1.8% | +138.2% | +133.9% |
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 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