+13,634.3%
TSM vs DLTR
+1,963.0%
+11,671.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.8% |
| 7D | +2.7% | +2.5% | +0.3% | +2.1% |
| 30D | +3.6% | +2.1% | +1.5% | +2.9% |
| 3M | -3.4% | +20.3% | -23.6% | -8.3% |
| 6M | +20.6% | +11.5% | +9.1% | +15.6% |
| YTD | +41.9% | +6.8% | +35.0% | +37.3% |
| 1Y | +84.4% | +31.1% | +53.3% | +68.3% |
| 3Y | +380.2% | +10.7% | +369.5% | +337.3% |
| 5Y | +275.3% | +41.6% | +233.7% | +203.3% |
| 10Y | +1,751.4% | +58.1% | +1,693.3% | +1,255.6% |
| All | +13,634.3% | +1,963.0% | +11,671.3% | +2,690.9% |
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 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