+145.0%
TT vs DLTR
+34.4%
+110.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.6% | +5.2% | +0.3% |
| 7D | +1.6% | -5.8% | +7.4% | +2.3% |
| 30D | -7.3% | -5.2% | -2.1% | -6.8% |
| 3M | -2.6% | +15.2% | -17.8% | -4.6% |
| 6M | +5.9% | +7.1% | -1.2% | +4.3% |
| YTD | +15.4% | +0.8% | +14.6% | +14.4% |
| 1Y | +8.2% | +24.8% | -16.5% | +3.9% |
| 3Y | +122.7% | +6.9% | +115.7% | +116.4% |
| 5Y | +145.0% | +33.2% | +111.7% | +139.8% |
| All | +145.0% | +34.4% | +110.6% | +139.8% |
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