+12,919.2%
TSM vs DLTR
+2,117.6%
+10,801.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.6% |
| 7D | +14.8% | +2.4% | +12.4% | +14.1% |
| 30D | -8.9% | +21.5% | -30.4% | -13.7% |
| 3M | -5.3% | +9.8% | -15.1% | -8.3% |
| 6M | +2.6% | +58.6% | -56.1% | -10.5% |
| YTD | +34.5% | +14.8% | +19.6% | +26.9% |
| 1Y | +41.0% | +33.0% | +8.0% | +27.7% |
| 3Y | +333.1% | +23.8% | +309.3% | +280.9% |
| 5Y | +270.1% | +24.9% | +245.2% | +210.6% |
| 10Y | +1,608.7% | +81.6% | +1,527.1% | +1,097.8% |
| All | +12,919.2% | +2,117.6% | +10,801.6% | +2,479.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling