+911.5%
TT vs DLTR
+45.9%
+865.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -1.0% | -9.4% | +8.5% | +0.6% |
| 30D | -8.9% | -7.3% | -1.6% | -7.8% |
| 3M | -1.8% | +7.6% | -9.4% | -3.5% |
| 6M | +1.9% | +1.6% | +0.3% | +0.7% |
| YTD | +13.8% | -3.5% | +17.3% | +13.2% |
| 1Y | +6.1% | +20.0% | -13.9% | +1.1% |
| 3Y | +119.6% | +2.3% | +117.3% | +110.5% |
| 5Y | +145.9% | +31.5% | +114.3% | +117.3% |
| All | +911.5% | +45.9% | +865.6% | +747.0% |
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