+1,757.1%
TSM vs DLTR
+45.9%
+1,711.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | +2.6% | -9.4% | +12.1% | +4.1% |
| 30D | +1.4% | -7.3% | +8.8% | +2.4% |
| 3M | +5.0% | +7.6% | -2.6% | +3.3% |
| 6M | +24.0% | +1.6% | +22.4% | +22.4% |
| YTD | +41.6% | -3.5% | +45.1% | +40.9% |
| 1Y | +66.2% | +20.0% | +46.1% | +59.2% |
| 3Y | +398.2% | +2.3% | +395.9% | +378.4% |
| 5Y | +277.6% | +31.5% | +246.1% | +228.9% |
| All | +1,757.1% | +45.9% | +1,711.3% | +1,422.7% |
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 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