+42.8%
TSM vs DLTR
+34.7%
+8.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.6% |
| 7D | +6.2% | +5.3% | +0.9% | +6.0% |
| 30D | -7.3% | +13.4% | -20.7% | -7.6% |
| 3M | -7.1% | +6.6% | -13.7% | -7.1% |
| 6M | +0.2% | +59.1% | -58.8% | -6.9% |
| YTD | +32.2% | +12.3% | +20.0% | +32.2% |
| 1Y | +42.8% | +33.9% | +8.9% | +42.4% |
| All | +42.8% | +34.7% | +8.1% | +42.4% |
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