+11,505.3%
TT vs DLTR
+12,481.5%
-976.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.6% | -0.4% |
| 7D | +0.8% | +5.0% | -4.2% | -0.3% |
| 30D | -11.8% | +18.7% | -30.5% | -14.9% |
| 3M | -11.6% | +8.9% | -20.4% | -13.5% |
| 6M | -9.3% | +49.4% | -58.7% | -17.1% |
| YTD | +8.9% | +14.5% | -5.6% | +4.2% |
| 1Y | -2.2% | +32.5% | -34.7% | -9.1% |
| 3Y | +91.9% | +23.4% | +68.4% | +74.7% |
| 5Y | +136.0% | +26.2% | +109.8% | +109.6% |
| 10Y | +734.7% | +82.4% | +652.3% | +559.3% |
| All | +11,505.3% | +12,481.5% | -976.2% | +4,731.2% |
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