+285.0%
TSM vs DLTR
+27.2%
+257.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.7% | -0.4% |
| 7D | +4.8% | -10.2% | +15.0% | +5.7% |
| 30D | +4.0% | -8.5% | +12.5% | +4.7% |
| 3M | +2.0% | +5.6% | -3.6% | +1.1% |
| 6M | +25.5% | +2.2% | +23.3% | +24.3% |
| YTD | +44.0% | -3.8% | +47.8% | +43.5% |
| 1Y | +75.4% | +22.9% | +52.5% | +70.6% |
| 3Y | +406.7% | +2.0% | +404.7% | +393.2% |
| 5Y | +285.0% | +29.8% | +255.2% | +278.7% |
| All | +285.0% | +27.2% | +257.8% | +278.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling