+1,124.0%
TTMI vs DLTR
+45.3%
+1,078.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.8% | +3.4% |
| 7D | +0.7% | -10.1% | +10.8% | +2.8% |
| 30D | -8.4% | -8.1% | -0.3% | -7.2% |
| 3M | -32.5% | +2.9% | -35.3% | -33.5% |
| 6M | +32.5% | +4.3% | +28.1% | +29.1% |
| YTD | +83.2% | -3.9% | +87.2% | +81.8% |
| 1Y | +161.7% | +18.9% | +142.8% | +147.5% |
| 3Y | +890.1% | +1.9% | +888.2% | +844.1% |
| 5Y | +832.4% | +31.0% | +801.5% | +698.3% |
| All | +1,124.0% | +45.3% | +1,078.7% | +898.3% |
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