+736.3%
TT vs DLTR
+76.3%
+660.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.8% | -1.1% |
| 7D | +4.0% | +5.3% | -1.3% | +3.2% |
| 30D | -11.3% | +13.4% | -24.7% | -13.3% |
| 3M | -12.3% | +6.6% | -18.9% | -13.6% |
| 6M | -10.8% | +59.1% | -69.9% | -18.6% |
| YTD | +8.2% | +12.3% | -4.1% | +4.6% |
| 1Y | +1.5% | +33.9% | -32.4% | -5.1% |
| 3Y | +91.5% | +23.0% | +68.5% | +77.3% |
| 5Y | +130.2% | +22.1% | +108.1% | +109.1% |
| All | +736.3% | +76.3% | +660.0% | +588.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling