+11,427.2%
TT vs DLTR
+12,235.8%
-808.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.8% | -1.0% |
| 7D | +4.0% | +5.3% | -1.3% | +3.1% |
| 30D | -11.3% | +13.4% | -24.7% | -13.7% |
| 3M | -12.3% | +6.6% | -18.9% | -13.9% |
| 6M | -10.8% | +59.1% | -69.9% | -19.5% |
| YTD | +8.2% | +12.3% | -4.1% | +3.9% |
| 1Y | +1.5% | +33.9% | -32.4% | -5.9% |
| 3Y | +91.5% | +23.0% | +68.5% | +74.4% |
| 5Y | +130.2% | +22.1% | +108.1% | +105.7% |
| 10Y | +727.9% | +77.5% | +650.5% | +557.3% |
| All | +11,427.2% | +12,235.8% | -808.6% | +4,716.4% |
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