+376.4%
TTD vs DLTR
+47.7%
+328.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.1% | +2.8% |
| 7D | -0.6% | -10.1% | +9.5% | +2.3% |
| 30D | +6.3% | -8.1% | +14.4% | +8.7% |
| 3M | -24.1% | +2.9% | -27.0% | -24.9% |
| 6M | -47.4% | +4.3% | -51.8% | -48.7% |
| YTD | -62.2% | -3.9% | -58.3% | -62.4% |
| 1Y | -68.3% | +18.9% | -87.2% | -70.6% |
| 3Y | -83.4% | +1.9% | -85.3% | -84.6% |
| 5Y | -80.3% | +31.0% | -111.3% | -83.2% |
| All | +376.4% | +47.7% | +328.7% | +257.9% |
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