+407.0%
TSM vs DLTR
+1.6%
+405.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.7% | -0.4% |
| 7D | +4.8% | -10.2% | +15.0% | +5.8% |
| 30D | +4.0% | -8.5% | +12.5% | +4.7% |
| 3M | +2.0% | +5.6% | -3.6% | +1.0% |
| 6M | +25.5% | +2.2% | +23.3% | +24.1% |
| YTD | +44.0% | -3.8% | +47.8% | +43.3% |
| 1Y | +75.4% | +22.9% | +52.5% | +70.2% |
| All | +407.0% | +1.6% | +405.4% | +382.9% |
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