+1,643.1%
TSM vs DLTR
+76.3%
+1,566.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.3% |
| 7D | +6.2% | +5.3% | +0.9% | +5.4% |
| 30D | -7.3% | +13.4% | -20.7% | -9.1% |
| 3M | -7.1% | +6.6% | -13.7% | -8.4% |
| 6M | +0.2% | +59.1% | -58.8% | -7.8% |
| YTD | +32.2% | +12.3% | +20.0% | +28.3% |
| 1Y | +42.8% | +33.9% | +8.9% | +34.5% |
| 3Y | +330.4% | +23.0% | +307.4% | +300.8% |
| 5Y | +263.9% | +22.1% | +241.8% | +227.4% |
| All | +1,643.1% | +76.3% | +1,566.8% | +1,289.0% |
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