+379.4%
TTD vs DLTR
+64.3%
+315.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.7% | -4.5% |
| 7D | +6.3% | +2.5% | +3.9% | +5.6% |
| 30D | -23.9% | +2.1% | -26.0% | -24.5% |
| 3M | -31.4% | +20.3% | -51.7% | -35.0% |
| 6M | -42.7% | +11.5% | -54.2% | -45.1% |
| YTD | -62.0% | +6.8% | -68.8% | -63.3% |
| 1Y | -72.2% | +31.1% | -103.3% | -75.0% |
| 3Y | -81.9% | +10.7% | -92.6% | -83.5% |
| 5Y | -81.5% | +41.6% | -123.1% | -84.6% |
| All | +379.4% | +64.3% | +315.1% | +249.7% |
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