-80.8%
TTD vs DLTR
+29.9%
-110.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -7.4% | -9.4% | +2.0% | -5.2% |
| 30D | +3.0% | -7.3% | +10.4% | +4.8% |
| 3M | -27.6% | +7.6% | -35.1% | -29.0% |
| 6M | -49.5% | +1.6% | -51.1% | -50.1% |
| YTD | -63.2% | -3.5% | -59.7% | -63.3% |
| 1Y | -69.7% | +20.0% | -89.8% | -71.7% |
| 3Y | -83.3% | +2.3% | -85.6% | -84.1% |
| 5Y | -80.8% | +31.5% | -112.3% | -80.1% |
| All | -80.8% | +29.9% | -110.7% | -80.1% |
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