+36.0%
TSM vs DLTR
+45.2%
-9.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +9.6% | -11.9% | -2.4% |
| 7D | -10.0% | +15.6% | -25.5% | -10.4% |
| 30D | -18.5% | +29.9% | -48.4% | -19.6% |
| 3M | -4.9% | +12.5% | -17.3% | -5.1% |
| 6M | -1.0% | +56.3% | -57.3% | -7.0% |
| YTD | +31.3% | +19.5% | +11.7% | +30.3% |
| 1Y | +36.0% | +44.0% | -8.0% | +31.1% |
| All | +36.0% | +45.2% | -9.2% | +31.1% |
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