-84.0%
TTD vs DLTR
+1.6%
-85.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.6% | -0.4% |
| 7D | -4.6% | -10.2% | +5.6% | -3.3% |
| 30D | +3.7% | -8.5% | +12.1% | +4.8% |
| 3M | -30.2% | +5.6% | -35.8% | -30.7% |
| 6M | -51.4% | +2.2% | -53.6% | -51.6% |
| YTD | -63.4% | -3.8% | -59.7% | -63.4% |
| 1Y | -73.5% | +22.9% | -96.5% | -74.4% |
| All | -84.0% | +1.6% | -85.6% | -84.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling